6.90% p.a. Multi Barrier Reverse Convertible
Nestlé, Novartis, Roche
Valor
128211510
SIX Symbol
NGDRCH
ISIN
CH1282115109
Currency
CHF
Bid (indicative)
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250'000.00
Ask (indicative)
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250'000.00
Price on
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Identifiers
128211510
CH1282115109
NGDRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
3.88%
7.48%
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
6.90% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
CHF 250'000.00
CHF 250'000.00
Listed
No
Life Cycle
2 Years
27 Oct 2023
03 Nov 2023
03 Nov 2023
10 Nov 2023
10 Nov 2023
03 Nov 2025
10 Nov 2025
Barrier
69.00%
Continuous barrier observation (american)
03 Nov 2023 - 03 Nov 2025
No
10.47%
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
Nestlé
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CHF 99.75 CHF 68.83 10.47% CHF 99.75 -29.75%
Novartis
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CHF 83.34 CHF 57.50 39.55% CHF 83.34 12.38%
Roche
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CHF 237.25 CHF 163.70 36.10% CHF 237.25 7.40%
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Coupons
Payment Date Amount
12 Feb 2024 1.725%
13 May 2024 1.725%
12 Aug 2024 1.725%
11 Nov 2024 1.725%
10 Feb 2025 1.725%
12 May 2025 1.725%
11 Aug 2025 1.725%
10 Nov 2025 1.725%
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%
Nestlé
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Nestlé
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NESN SW
CHF
CHF 99.75
10.0251
CHF 68.8275
10.4741%
CHF 99.75
-29.7477%
SIX Swiss Exchange AG
Novartis
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Novartis
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NOVN SW
CHF
CHF 83.34
11.999
CHF 57.5046
39.5452%
CHF 83.34
12.3844%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 237.25
4.215
CHF 163.7025
36.1036%
CHF 237.25
7.3966%
SIX Swiss Exchange AG