9.40% p.a. Multi Barrier Reverse Convertible
Lonza, Novartis, Roche, Straumann
Valor
128207639
SIX Symbol
NSGRCH
ISIN
CH1282076392
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
128207639
CH1282076392
NSGRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
7.05%
1.86%
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
9.40% 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
1.75 Years
02 Feb 2024
09 Feb 2024
09 Feb 2024
19 Feb 2024
19 Feb 2024
12 Nov 2025
19 Nov 2025
Barrier
59.00%
Continuous barrier observation (american)
09 Feb 2024 - 12 Nov 2025
No
28.73%
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
Lonza
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CHF 444.40 CHF 262.20 50.19% CHF 444.40 15.58%
Novartis
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CHF 88.31 CHF 52.10 44.14% CHF 88.31 5.32%
Roche
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CHF 224.90 CHF 132.69 48.07% CHF 224.90 11.98%
Straumann
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CHF 138.50 CHF 81.72 28.73% CHF 138.50 -20.80%
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Coupons
Payment Date Amount
21 May 2024 2.35%
19 Aug 2024 2.35%
19 Nov 2024 2.35%
19 Feb 2025 2.35%
19 May 2025 2.35%
19 Aug 2025 2.35%
19 Nov 2025 2.35%
Early Redemption
Observation Date Redemption Amount
12 Feb 2025 100.00%
12 May 2025 100.00%
12 Aug 2025 100.00%
Lonza
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Lonza
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LONN SW
CHF
CHF 444.40
2.2502
CHF 262.196
50.1907%
CHF 444.40
15.5775%
SIX Swiss Exchange AG
Novartis
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Novartis
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NOVN SW
CHF
CHF 88.31
11.3237
CHF 52.1029
44.1376%
CHF 88.31
5.3179%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 224.90
4.4464
CHF 132.691
48.0661%
CHF 224.90
11.9765%
SIX Swiss Exchange AG
Straumann
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Straumann
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STMN SW
CHF
CHF 138.50
7.2202
CHF 81.715
28.7266%
CHF 138.50
-20.8024%
SIX Swiss Exchange AG