4.00% p.a. Multi Barrier Reverse Convertible
EURO STOXX 50® Index, S&P 500®, Swiss Market Index®
Valor
132462537
SIX Symbol
NWGRCH
ISIN
CH1324625370
Currency
CHF
Bid (indicative)
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150'000.00
Ask (indicative)
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150'000.00
Price on
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Identifiers
132462537
CH1324625370
NWGRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
3.18%
2.09%
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
4.00% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
CHF 150'000.00
CHF 150'000.00
Listed
Yes
Life Cycle
3 Years
23 Feb 2024
01 Mar 2024
01 Mar 2024
08 Mar 2024
08 Mar 2024
01 Mar 2027
08 Mar 2027
Barrier
65.00%
Continuous barrier observation (american)
01 Mar 2024 - 01 Mar 2027
No
37.20%
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
Euro STOXX 50
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EUR 4'894.86 EUR 3'181.66 39.13% EUR 4'894.86 6.35%
S&P 500
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USD 5'137.08 USD 3'339.10 44.16% USD 5'137.08 14.09%
SMI
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CHF 11'493.92 CHF 7'471.05 37.20% CHF 11'493.92 3.38%
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Coupons
Payment Date Amount
10 Jun 2024 1.00%
10 Sep 2024 1.00%
09 Dec 2024 1.00%
10 Mar 2025 1.00%
10 Jun 2025 1.00%
09 Sep 2025 1.00%
08 Dec 2025 1.00%
09 Mar 2026 1.00%
08 Jun 2026 1.00%
08 Sep 2026 1.00%
08 Dec 2026 1.00%
08 Mar 2027 1.00%
Early Redemption
Observation Date Redemption Amount
03 Mar 2025 100.00%
02 Jun 2025 100.00%
02 Sep 2025 100.00%
01 Dec 2025 100.00%
02 Mar 2026 100.00%
01 Jun 2026 100.00%
01 Sep 2026 100.00%
01 Dec 2026 100.00%
Euro STOXX 50
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Euro STOXX 50
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SX5E
EUR
EUR 4'894.86
EUR 3'181.659
39.129%
EUR 4'894.86
6.3523%
STOXX Europe Calendar
S&P 500
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S&P 500
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SPX
USD
USD 5'137.08
USD 3'339.102
44.1581%
USD 5'137.08
14.0893%
NYSE
SMI
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SMI
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SMI
CHF
CHF 11'493.92
0.087
CHF 7'471.048
37.1975%
CHF 11'493.92
3.3807%
SIX Swiss Exchange AG