9.50% p.a. Multi Barrier Reverse Convertible
Apple, Microsoft
Valor
128211498
SIX Symbol
NFRRCH
ISIN
CH1282114987
Expired
Identifiers
128211498
CH1282114987
NFRRCH
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
9.50% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
USD 1'000.00
USD
Listed
No
Life Cycle
2 Years
27 Oct 2023
03 Nov 2023
03 Nov 2023
10 Nov 2023
10 Nov 2023
03 Nov 2025
12 Nov 2024
Barrier
50.00%
Continuous barrier observation (american)
03 Nov 2023 - 03 Nov 2025
No
54.98%
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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USD 176.65 USD 88.33 57.80% USD 176.65 15.59%
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USD 352.80 USD 176.40 54.98% USD 352.80 9.97%
Coupons
Payment Date Amount
12 Feb 2024 2.375%
10 May 2024 2.375%
12 Aug 2024 2.375%
12 Nov 2024 2.375%
10 Feb 2025 2.375%
12 May 2025 2.375%
11 Aug 2025 2.375%
10 Nov 2025 2.375%
Early Redemption
Observation Date Redemption Amount
04 Nov 2024 100.00%
03 Feb 2025 100.00%
05 May 2025 100.00%
04 Aug 2025 100.00%
Apple
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Apple
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AAPL UQ
USD
USD 176.65
5.6609
USD 88.325
57.7958%
USD 176.65
15.5916%
NASDAQ
Microsoft
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Microsoft
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MSFT UQ
USD
USD 352.80
2.8345
USD 176.40
54.9828%
USD 352.80
9.9655%
NASDAQ