Product details Underlyings
9.40% p.a. Multi Barrier Reverse Convertible
Lonza, Novartis, Roche, Straumann
Valor
128207639
SIX Symbol
NSGRCH
ISIN
CH1282076392
Currency
CHF
Bid (indicative)
90.75%
250'000.00
Ask (indicative)
91.55%
250'000.00
Price on
06:35
01 May 2025
Issue Terms

9.40% p.a. Multi Barrier Reverse Convertible on Lonza, Novartis, Roche, Straumann

Identifiers
Valor 128207639
ISIN CH1282076392
SIX Symbol NSGRCH
Product Category Yield Enhancement
Product Group Barrier Reverse Convertible
Product Type Callable Multi Barrier Reverse Convertible
SSPA Product Type 1230
Figures
Yield To Call 11.80%
Performance 0.15%
Parameters
Issuer Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Coupon Payment Quarterly
Coupon 9.40% 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
Tradable Volume Bid CHF 250'000.00
Tradable Volume Ask CHF 250'000.00
Exchange Listed
Quanto No
Life Cycle
Tenor 1.75 Years
Start Subscription Period 02 Feb 2024
End Subscription Period 09 Feb 2024
Initial Fixing Date 09 Feb 2024
Issue Date 19 Feb 2024
First Trading Day 19 Feb 2024
Maturity 12 Nov 2025
Redemption Date 19 Nov 2025
Barrier
Barrier 59.00%
Barrier Type Continuous barrier observation (american)
Barrier Observation Period 09 Feb 2024 - 12 Nov 2025
Barrier Event No
Distance to Barrier 18.81%
Product Specific Features
Strike Level 100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
Market Price
CHF 588.60
Initial Fixing Level CHF 444.40 Barrier Level CHF 262.20 Distance to Barrier 55.45% Strike Level CHF 444.40 Distance to Strike 24.50%
Market Price
CHF 93.79
Initial Fixing Level CHF 88.31 Barrier Level CHF 52.10 Distance to Barrier 44.45% Strike Level CHF 88.31 Distance to Strike 5.84%
Market Price
CHF 269.30
Initial Fixing Level CHF 224.90 Barrier Level CHF 132.69 Distance to Barrier 50.73% Strike Level CHF 224.90 Distance to Strike 16.49%
Market Price
CHF 100.65
Initial Fixing Level CHF 138.50 Barrier Level CHF 81.72 Distance to Barrier 18.81% Strike Level CHF 138.50 Distance to Strike -37.61%
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Coupons
Payment Date Amount
Payment Date21 May 2024 Amount2.35%
Payment Date19 Aug 2024 Amount2.35%
Payment Date19 Nov 2024 Amount2.35%
Payment Date19 Feb 2025 Amount2.35%
Payment Date19 May 2025 Amount2.35%
Payment Date19 Aug 2025 Amount2.35%
Payment Date19 Nov 2025 Amount2.35%
Early Redemption
Observation Date Redemption Amount
Observation Date12 Feb 2025 Redemption Amount100.00%
Observation Date12 May 2025 Redemption Amount100.00%
Observation Date12 Aug 2025 Redemption Amount100.00%