5.50% p.a. Multi Barrier Reverse Convertible
EURO STOXX 50® Index, S&P 500®, Swiss Market Index®
Valor
128211997
SIX Symbol
NLARCH
ISIN
CH1282119978
Expired
Identifiers
128211997
CH1282119978
NLARCH
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
5.50% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
EUR 1'000.00
EUR
Listed
Yes
Life Cycle
2 Years
01 Dec 2023
08 Dec 2023
08 Dec 2023
15 Dec 2023
15 Dec 2023
08 Dec 2025
17 Jun 2025
Barrier
59.00%
Continuous barrier observation (american)
08 Dec 2023 - 08 Dec 2025
No
45.16%
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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EUR 4'523.31 EUR 2'668.75 49.63% EUR 4'523.31 14.62%
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USD 4'604.37 USD 2'716.58 56.63% USD 4'604.37 26.49%
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CHF 11'071.77 CHF 6'532.34 45.16% CHF 11'071.77 7.04%
Coupons
Payment Date Amount
15 Mar 2024 1.375%
17 Jun 2024 1.375%
16 Sep 2024 1.375%
16 Dec 2024 1.375%
17 Mar 2025 1.375%
17 Jun 2025 1.375%
15 Sep 2025 1.375%
15 Dec 2025 1.375%
Early Redemption
Observation Date Redemption Amount
09 Dec 2024 100.00%
10 Mar 2025 100.00%
10 Jun 2025 100.00%
08 Sep 2025 100.00%
Euro STOXX 50
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Euro STOXX 50
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SX5E
EUR
EUR 4'523.31
0.2211
EUR 2'668.7529
49.6278%
EUR 4'523.31
14.6234%
STOXX Europe Calendar
S&P 500
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S&P 500
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SPX
USD
USD 4'604.37
USD 2'716.5783
56.6298%
USD 4'604.37
26.4912%
NYSE
SMI
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SMI
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SMI
CHF
CHF 11'071.77
CHF 6'532.3443
45.1562%
CHF 11'071.77
7.0444%
SIX Swiss Exchange AG