6.10% p.a. Multi Barrier Reverse Convertible
Nestlé, Novartis, Roche
Valor
131249659
SIX Symbol
OFYRCH
ISIN
CH1312496594
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
131249659
CH1312496594
OFYRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
2.97%
3.90%
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
6.10% 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
03 May 2024
10 May 2024
10 May 2024
22 May 2024
22 May 2024
15 May 2026
22 May 2026
Barrier
69.00%
Continuous barrier observation (american)
10 May 2024 - 15 May 2026
No
22.49%
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 95.18 CHF 65.67 22.49% CHF 95.18 -12.33%
Novartis
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CHF 92.32 CHF 63.70 34.79% CHF 92.32 5.50%
Roche
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CHF 225.10 CHF 155.32 42.62% CHF 225.10 16.85%
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Coupons
Payment Date Amount
22 Aug 2024 1.525%
22 Nov 2024 1.525%
24 Feb 2025 1.525%
22 May 2025 1.525%
22 Aug 2025 1.525%
24 Nov 2025 1.525%
23 Feb 2026 1.525%
22 May 2026 1.525%
Early Redemption
Observation Date Redemption Amount
15 May 2025 100.00%
15 Aug 2025 100.00%
17 Nov 2025 100.00%
16 Feb 2026 100.00%
Nestlé
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Nestlé
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NESN SW
CHF
CHF 95.18
10.5064
CHF 65.6742
22.49%
CHF 95.18
-12.3333%
SIX Swiss Exchange AG
Novartis
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Novartis
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NOVN SW
CHF
CHF 92.32
10.8319
CHF 63.7008
34.7929%
CHF 92.32
5.497%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 225.10
4.4425
CHF 155.319
42.6232%
CHF 225.10
16.8452%
SIX Swiss Exchange AG