6.50% p.a. Multi Barrier Reverse Convertible
Nestlé, Novartis, Roche, UBS
Valor
132462297
ISIN
CH1324622971
Expired
Identifiers
132462297
CH1324622971
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
6.50% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
Unlisted
No
Life Cycle
1.5 Years
21 Feb 2024
28 Feb 2024
28 Feb 2024
21 Aug 2025
28 Feb 2025
Barrier
58.00%
Continuous barrier observation (american)
21 Feb 2024 - 21 Aug 2025
No
33.52%
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 99.12 CHF 57.49 33.52% CHF 99.12 -14.62%
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CHF 90.04 CHF 52.22 42.91% CHF 90.04 1.56%
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CHF 230.85 CHF 133.89 48.44% CHF 230.85 11.11%
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CHF 24.50 CHF 14.21 48.79% CHF 24.50 11.71%
Coupons
Payment Date Amount
28 May 2024 1.625%
28 Aug 2024 1.625%
28 Nov 2024 1.625%
28 Feb 2025 1.625%
28 May 2025 1.625%
28 Aug 2025 1.625%
Early Redemption
Observation Date Redemption Amount
21 Feb 2025 100.00%
21 May 2025 100.00%
Nestlé
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Nestlé
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NESN SW
CHF
CHF 99.12
10.0888
CHF 57.4896
33.5227%
CHF 99.12
-14.6161%
SIX Swiss Exchange AG
Novartis
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Novartis
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NOVN SW
CHF
CHF 90.04
11.1062
CHF 52.2232
42.9067%
CHF 90.04
1.5634%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 230.85
4.3318
CHF 133.893
48.4432%
CHF 230.85
11.109%
SIX Swiss Exchange AG
UBS
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UBS
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UBSG SW
CHF
CHF 24.50
40.8163
CHF 14.21
48.7928%
CHF 24.50
11.7117%
SIX Swiss Exchange AG