5.20% p.a. Multi Barrier Reverse Convertible
Nestlé, Novartis, Roche
Valor
132462293
SIX Symbol
NUCRCH
ISIN
CH1324622930
Identifiers
132462293
CH1324622930
NUCRCH
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
5.20% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
Listed
No
Life Cycle
3 Years
09 Feb 2024
16 Feb 2024
16 Feb 2024
23 Feb 2024
23 Feb 2024
16 Feb 2027
23 Feb 2027
Barrier
59.00%
Continuous barrier observation (american)
16 Feb 2024 - 16 Feb 2027
No
25.44%
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 97.15 CHF 57.32 25.44% CHF 97.15 -26.37%
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CHF 88.44 CHF 52.18 45.14% CHF 88.44 7.02%
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CHF 228.20 CHF 134.64 47.45% CHF 228.20 10.93%
Coupons
Payment Date Amount
24 May 2024 1.30%
23 Aug 2024 1.30%
25 Nov 2024 1.30%
24 Feb 2025 1.30%
23 May 2025 1.30%
25 Aug 2025 1.30%
24 Nov 2025 1.30%
23 Feb 2026 1.30%
26 May 2026 1.30%
24 Aug 2026 1.30%
23 Nov 2026 1.30%
23 Feb 2027 1.30%
Early Redemption
Observation Date Redemption Amount
17 Feb 2025 100.00%
16 May 2025 100.00%
18 Aug 2025 100.00%
17 Nov 2025 100.00%
16 Feb 2026 100.00%
18 May 2026 100.00%
17 Aug 2026 100.00%
16 Nov 2026 100.00%
Nestlé
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Nestlé
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NESN SW
CHF
CHF 97.15
10.2934
CHF 57.3185
25.4442%
CHF 97.15
-26.3658%
SIX Swiss Exchange AG
Novartis
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Novartis
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NOVN SW
CHF
CHF 88.44
11.3071
CHF 52.1796
45.1434%
CHF 88.44
7.0227%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 228.20
4.3821
CHF 134.638
47.4481%
CHF 228.20
10.929%
SIX Swiss Exchange AG