7.70% p.a. Multi Barrier Reverse Convertible
Nestlé, Roche, UBS
Valor
128211079
SIX Symbol
NCFRCH
ISIN
CH1282110795
Expired
Identifiers
128211079
CH1282110795
NCFRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
7.70% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
Listed
No
Life Cycle
2 Years
29 Sep 2023
06 Oct 2023
06 Oct 2023
13 Oct 2023
13 Oct 2023
06 Oct 2025
14 Jul 2025
Barrier
55.00%
Continuous barrier observation (american)
06 Oct 2023 - 06 Oct 2025
No
29.02%
Product Specific Features
100.00%
Performance
Name Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
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CHF 100.30 CHF 55.17 29.02% CHF 100.30 -29.05%
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CHF 248.10 CHF 136.46 47.21% CHF 248.10 4.02%
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CHF 22.30 CHF 12.27 57.60% CHF 22.30 22.92%
Coupons
Payment Date Amount
15 Jan 2024 1.925%
15 Apr 2024 1.925%
15 Jul 2024 1.925%
14 Oct 2024 1.925%
13 Jan 2025 1.925%
14 Apr 2025 1.925%
14 Jul 2025 1.925%
13 Oct 2025 1.925%
Early Redemption
Observation Date Redemption Amount
07 Oct 2024 100.00%
06 Jan 2025 100.00%
07 Apr 2025 100.00%
07 Jul 2025 100.00%
Nestlé
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Nestlé
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NESN SW
CHF
CHF 100.30
9.9701
CHF 55.165
29.0208%
CHF 100.30
-29.053%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 248.10
4.0306
CHF 136.455
47.2128%
CHF 248.10
4.0232%
SIX Swiss Exchange AG
UBS
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UBS
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UBSG SW
CHF
CHF 22.30
44.843
CHF 12.265
57.6046%
CHF 22.30
22.9174%
SIX Swiss Exchange AG