5.00% p.a. Multi Barrier Reverse Convertible
Nestlé, Novartis, Roche
Valor
135618720
SIX Symbol
ONCRCH
ISIN
CH1356187208
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
135618720
CH1356187208
ONCRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
3.50%
2.03%
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
5.00% 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
2.5 Years
21 Jun 2024
28 Jun 2024
28 Jun 2024
11 Jul 2024
11 Jul 2024
04 Jan 2027
11 Jan 2027
Barrier
59.00%
Continuous barrier observation (american)
28 Jun 2024 - 04 Jan 2027
No
29.75%
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 91.72 CHF 54.11 29.75% CHF 91.72 -19.07%
Novartis
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CHF 96.17 CHF 56.74 39.59% CHF 96.17 -2.39%
Roche
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CHF 249.50 CHF 147.21 42.74% CHF 249.50 2.96%
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Coupons
Payment Date Amount
11 Oct 2024 1.25%
13 Jan 2025 1.25%
11 Apr 2025 1.25%
11 Jul 2025 1.25%
13 Oct 2025 1.25%
12 Jan 2026 1.25%
14 Apr 2026 1.25%
13 Jul 2026 1.25%
12 Oct 2026 1.25%
11 Jan 2027 1.25%
Early Redemption
Observation Date Redemption Amount
04 Jul 2025 100.00%
06 Oct 2025 100.00%
05 Jan 2026 100.00%
07 Apr 2026 100.00%
06 Jul 2026 100.00%
05 Oct 2026 100.00%
Nestlé
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Nestlé
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NESN SW
CHF
CHF 91.72
10.9027
CHF 54.1148
29.7484%
CHF 91.72
-19.0705%
SIX Swiss Exchange AG
Novartis
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Novartis
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NOVN SW
CHF
CHF 96.17
10.3983
CHF 56.7403
39.5898%
CHF 96.17
-2.3902%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 249.50
4.008
CHF 147.205
42.7441%
CHF 249.50
2.956%
SIX Swiss Exchange AG