7.50% p.a. Multi Barrier Reverse Convertible
ABB, Geberit, Holcim, Sika
Valor
128207685
SIX Symbol
NUORCH
ISIN
CH1282076855
Identifiers
128207685
CH1282076855
NUORCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
7.50% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
Listed
No
Life Cycle
2 Years
16 Feb 2024
23 Feb 2024
23 Feb 2024
04 Mar 2024
04 Mar 2024
25 Feb 2026
04 Mar 2026
Barrier
55.00%
Continuous barrier observation (american)
23 Feb 2024 - 25 Feb 2026
No
28.31%
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 40.37 CHF 22.20 46.63% CHF 40.37 2.96%
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CHF 523.80 CHF 288.09 48.09% CHF 523.80 5.62%
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CHF 69.32 CHF 38.13 56.91% CHF 69.32 21.65%
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CHF 258.80 CHF 142.34 28.31% CHF 258.80 -30.35%
Coupons
Payment Date Amount
03 Jun 2024 1.875%
02 Sep 2024 1.875%
02 Dec 2024 1.875%
04 Mar 2025 1.875%
03 Jun 2025 1.875%
01 Sep 2025 1.875%
02 Dec 2025 1.875%
04 Mar 2026 1.875%
Early Redemption
Observation Date Redemption Amount
25 Feb 2025 100.00%
26 May 2025 100.00%
25 Aug 2025 100.00%
25 Nov 2025 100.00%
ABB
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ABB
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ABBN SW
CHF
CHF 40.37
24.7709
CHF 22.2035
46.6262%
CHF 40.37
2.9567%
SIX Swiss Exchange AG
Geberit
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Geberit
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GEBN SW
CHF
CHF 523.80
1.9091
CHF 288.09
48.0919%
CHF 523.80
5.6216%
SIX Swiss Exchange AG
Holcim
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Holcim
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HOLN SW
CHF
CHF 69.32
14.4259
CHF 38.126
56.91%
CHF 69.32
21.6546%
SIX Swiss Exchange AG
Sika
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Sika
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SIKA SW
CHF
CHF 258.80
3.864
CHF 142.34
28.3102%
CHF 258.80
-30.345%
SIX Swiss Exchange AG