5.84% p.a. Multi Barrier Reverse Convertible
Nestlé, Novartis, Roche, Zurich Insurance
Valor
138612267
ISIN
CH1386122670
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
138612267
CH1386122670
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
6.95%
-2.03%
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
5.84% 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
Unlisted
No
Life Cycle
2 Years
05 Nov 2024
12 Nov 2024
12 Nov 2024
05 Nov 2026
12 Nov 2026
Barrier
59.00%
Continuous barrier observation (american)
05 Nov 2024 - 05 Nov 2026
No
35.91%
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 81.34 CHF 47.99 35.91% CHF 81.34 -8.63%
Novartis
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CHF 94.82 CHF 55.94 36.93% CHF 94.82 -6.90%
Roche
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CHF 270.80 CHF 159.77 37.10% CHF 270.80 -6.61%
Zurich Insurance
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CHF 514.60 CHF 303.61 43.65% CHF 514.60 4.49%
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Coupons
Payment Date Amount
12 Feb 2025 1.461%
12 May 2025 1.461%
12 Aug 2025 1.461%
12 Nov 2025 1.461%
12 Feb 2026 1.461%
12 May 2026 1.461%
12 Aug 2026 1.461%
12 Nov 2026 1.461%
Early Redemption
Observation Date Redemption Amount
05 Nov 2025 100.00%
05 Feb 2026 100.00%
05 May 2026 100.00%
05 Aug 2026 100.00%
Nestlé
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Nestlé
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NESN SW
CHF
CHF 81.34
12.2941
CHF 47.9906
35.91%
CHF 81.34
-8.6271%
SIX Swiss Exchange AG
Novartis
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Novartis
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NOVN SW
CHF
CHF 94.82
10.5463
CHF 55.9438
36.9292%
CHF 94.82
-6.8997%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 270.80
3.6928
CHF 159.772
37.0976%
CHF 270.80
-6.6142%
SIX Swiss Exchange AG
Zurich Insurance
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Zurich Insurance
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ZURN SW
CHF
CHF 514.60
1.9433
CHF 303.614
43.65%
CHF 514.60
4.4915%
SIX Swiss Exchange AG