Product details Underlyings
7.00% p.a. Multi Barrier Reverse Convertible
Nestlé, Novartis, Roche
Valor
128207112
SIX Symbol
NIYRCH
ISIN
CH1282071120
Issue Terms
Expired

7.00% p.a. Multi Barrier Reverse Convertible on Nestlé, Novartis, Roche

Identifiers
Valor 128207112
ISIN CH1282071120
SIX Symbol NIYRCH
Product Category Yield Enhancement
Product Group Barrier Reverse Convertible
Product Type Callable Multi Barrier Reverse Convertible
SSPA Product Type 1230
Parameters
Issuer Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Coupon Payment Quarterly
Coupon 7.00% p.a.
Settlement Type Cash Settlement or Delivery of Underlying
Quoting Type Dirty (accrued interest included)
Issue Price 100%
Denomination CHF 1'000.00
Currency CHF
Exchange Listed
Quanto No
Life Cycle
Tenor 1.5 Years
Start Subscription Period 17 Nov 2023
End Subscription Period 24 Nov 2023
Initial Fixing Date 24 Nov 2023
Issue Date 04 Dec 2023
First Trading Day 04 Dec 2023
Maturity 28 May 2025
Early Redemption Date 07 Mar 2025
Barrier
Barrier 69.00%
Barrier Type Continuous barrier observation (american)
Barrier Observation Period 24 Nov 2023 - 28 May 2025
Barrier Event No
Distance to Barrier 20.77%
Product Specific Features
Strike Level 100.00%
Performance
Name Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
Name Market Price
CHF 87.51
Initial Fixing Level CHF 100.48 Barrier Level CHF 69.33 Distance to Barrier 20.77% Strike Level CHF 100.48 Distance to Strike -14.82%
Name Market Price
CHF 92.73
Initial Fixing Level CHF 86.79 Barrier Level CHF 59.89 Distance to Barrier 35.42% Strike Level CHF 86.79 Distance to Strike 6.41%
Name Market Price
CHF 260.20
Initial Fixing Level CHF 238.70 Barrier Level CHF 164.70 Distance to Barrier 36.70% Strike Level CHF 238.70 Distance to Strike 8.26%
Coupons
Payment Date Amount
Payment Date06 Mar 2024 Amount1.75%
Payment Date04 Jun 2024 Amount1.75%
Payment Date04 Sep 2024 Amount1.75%
Payment Date05 Dec 2024 Amount1.75%
Payment Date07 Mar 2025 Amount1.75%
Payment Date04 Jun 2025 Amount1.75%
Early Redemption
Observation Date Redemption Amount
Observation Date28 Nov 2024 Redemption Amount100.00%
Observation Date28 Feb 2025 Redemption Amount100.00%