6.10% p.a. Multi Barrier Reverse Convertible
Nestlé, Novartis Sandoz Group Basket, Roche
Valor
117741936
SIX Symbol
KHRRCH
ISIN
CH1177419368
Currency
CHF
Bid (indicative)
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250'000.00
Price on
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Identifiers
117741936
CH1177419368
KHRRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
-4.13%
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
6.10% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
CHF 250'000.00
Listed
No
Life Cycle
2 Years
20 May 2022
27 May 2022
27 May 2022
03 Jun 2022
03 Jun 2022
27 May 2024
03 Jun 2024
Barrier
65.00%
Continuous barrier observation (american)
27 May 2022 - 27 May 2024
No
3.09%
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 116.58 CHF 75.78 17.71% CHF 116.58 -26.61%
Novartis Sandoz Group Basket
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CHF 87.12 CHF 56.63 40.39% CHF 87.12 8.30%
Roche
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CHF 329.80 CHF 214.37 3.09% CHF 329.80 -49.10%
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Coupons
Payment Date Amount
05 Sep 2022 1.525%
05 Dec 2022 1.525%
06 Mar 2023 1.525%
06 Jun 2023 1.525%
04 Sep 2023 1.525%
04 Dec 2023 1.525%
05 Mar 2024 1.525%
03 Jun 2024 1.525%
Early Redemption
Observation Date Redemption Amount
30 May 2023 100.00%
28 Aug 2023 100.00%
27 Nov 2023 100.00%
27 Feb 2024 100.00%
Nestlé
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Nestlé
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NESN SW
CHF
CHF 116.58
8.5778
CHF 75.777
17.7053%
CHF 116.58
-26.6073%
SIX Swiss Exchange AG
Novartis Sandoz Group Basket
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Novartis Sandoz Group Basket
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NOVN SDZ
CHF
CHF 87.12
11.4784
CHF 56.628
40.3928%
CHF 87.12
8.2967%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 329.80
3.0321
CHF 214.37
3.0877%
CHF 329.80
-49.0958%
SIX Swiss Exchange AG