6.70% p.a. Multi Barrier Reverse Convertible
ABB, Nestlé, Roche, UBS
Valor
128207644
SIX Symbol
NSLRCH
ISIN
CH1282076442
Expired
Identifiers
128207644
CH1282076442
NSLRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
6.70% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
Listed
No
Life Cycle
2 Years
02 Feb 2024
09 Feb 2024
09 Feb 2024
16 Feb 2024
16 Feb 2024
09 Feb 2026
17 Feb 2025
Barrier
50.00%
Continuous barrier observation (american)
09 Feb 2024 - 09 Feb 2026
No
45.78%
Product Specific Features
100.00%
Performance
Name Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
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CHF 38.14 CHF 19.07 54.81% CHF 38.14 9.62%
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CHF 95.41 CHF 47.71 45.78% CHF 95.41 -8.45%
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CHF 224.90 CHF 112.45 56.01% CHF 224.90 12.01%
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CHF 24.28 CHF 12.14 47.19% CHF 24.28 -5.61%
Coupons
Payment Date Amount
17 May 2024 1.675%
16 Aug 2024 1.675%
18 Nov 2024 1.675%
17 Feb 2025 1.675%
16 May 2025 1.675%
18 Aug 2025 1.675%
17 Nov 2025 1.675%
16 Feb 2026 1.675%
Early Redemption
Observation Date Redemption Amount
10 Feb 2025 100.00%
09 May 2025 100.00%
11 Aug 2025 100.00%
10 Nov 2025 100.00%
ABB
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ABB
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ABBN SW
CHF
CHF 38.14
26.2192
CHF 19.07
54.8104%
CHF 38.14
9.6209%
SIX Swiss Exchange AG
Nestlé
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Nestlé
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NESN SW
CHF
CHF 95.41
10.4811
CHF 47.705
45.7774%
CHF 95.41
-8.4451%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 224.90
4.4464
CHF 112.45
56.0055%
CHF 224.90
12.011%
SIX Swiss Exchange AG
UBS
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UBS
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UBSG SW
CHF
CHF 24.28
41.1862
CHF 12.14
47.1944%
CHF 24.28
-5.6111%
SIX Swiss Exchange AG