3.70% p.a. Multi Barrier Reverse Convertible
EURO STOXX 50® Index, S&P 500®, Swiss Market Index®
Valor
132462776
SIX Symbol
NYMRCH
ISIN
CH1324627764
Identifiers
132462776
CH1324627764
NYMRCH
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
3.70% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
Listed
Yes
Life Cycle
3 Years
08 Mar 2024
15 Mar 2024
15 Mar 2024
22 Mar 2024
22 Mar 2024
15 Mar 2027
22 Mar 2027
Barrier
60.00%
Continuous barrier observation (american)
15 Mar 2024 - 15 Mar 2027
No
40.72%
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 4'986.02 EUR 2'991.61 42.93% EUR 4'986.02 4.89%
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USD 5'117.09 USD 3'070.25 51.54% USD 5'117.09 19.24%
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CHF 11'676.13 CHF 7'005.68 40.72% CHF 11'676.13 1.20%
Coupons
Payment Date Amount
24 Jun 2024 0.925%
23 Sep 2024 0.925%
23 Dec 2024 0.925%
24 Mar 2025 0.925%
23 Jun 2025 0.925%
22 Sep 2025 0.925%
22 Dec 2025 0.925%
23 Mar 2026 0.925%
22 Jun 2026 0.925%
22 Sep 2026 0.925%
22 Dec 2026 0.925%
22 Mar 2027 0.925%
Early Redemption
Observation Date Redemption Amount
17 Mar 2025 100.00%
16 Jun 2025 100.00%
15 Sep 2025 100.00%
15 Dec 2025 100.00%
16 Mar 2026 100.00%
15 Jun 2026 100.00%
15 Sep 2026 100.00%
15 Dec 2026 100.00%
Euro STOXX 50
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Euro STOXX 50
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SX5E
EUR
EUR 4'986.02
EUR 2'991.612
42.9334%
EUR 4'986.02
4.8891%
STOXX Europe Calendar
S&P 500
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S&P 500
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SPX
USD
USD 5'117.09
USD 3'070.254
51.5432%
USD 5'117.09
19.2387%
NYSE
SMI
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SMI
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SMI
CHF
CHF 11'676.13
0.0856
CHF 7'005.678
40.7208%
CHF 11'676.13
1.2014%
SIX Swiss Exchange AG