7.50% p.a. Multi Barrier Reverse Convertible
Allianz, AXA, Swiss Re, Zurich Insurance
Valor
128207686
SIX Symbol
NUPRCH
ISIN
CH1282076863
Identifiers
128207686
CH1282076863
NUPRCH
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
Yes
Life Cycle
2.25 Years
16 Feb 2024
23 Feb 2024
23 Feb 2024
04 Mar 2024
04 Mar 2024
28 May 2026
04 Jun 2026
Barrier
59.00%
Continuous barrier observation (american)
23 Feb 2024 - 28 May 2026
No
51.20%
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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EUR 246.50 EUR 145.44 58.12% EUR 246.50 29.02%
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EUR 32.30 EUR 19.06 51.87% EUR 32.30 18.42%
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CHF 106.50 CHF 62.84 55.69% CHF 106.50 24.89%
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CHF 463.00 CHF 273.17 51.20% CHF 463.00 17.29%
Coupons
Payment Date Amount
04 Jun 2024 1.875%
04 Sep 2024 1.875%
05 Dec 2024 1.875%
07 Mar 2025 1.875%
05 Jun 2025 1.875%
04 Sep 2025 1.875%
05 Dec 2025 1.875%
06 Mar 2026 1.875%
04 Jun 2026 1.875%
Early Redemption
Observation Date Redemption Amount
28 Feb 2025 100.00%
28 May 2025 100.00%
28 Aug 2025 100.00%
28 Nov 2025 100.00%
27 Feb 2026 100.00%
Allianz
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Allianz
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ALV GY
EUR
EUR 246.50
EUR 145.435
58.1241%
EUR 246.50
29.0239%
Xetra
AXA
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AXA
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CS FP
EUR
EUR 32.30
EUR 19.057
51.8702%
EUR 32.30
18.424%
Euronext Paris
Swiss Re
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Swiss Re
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SREN SW
CHF
CHF 106.50
9.3897
CHF 62.835
55.6876%
CHF 106.50
24.8942%
SIX Swiss Exchange AG
Zurich Insurance
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Zurich Insurance
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ZURN SW
CHF
CHF 463.00
2.1598
CHF 273.17
51.2022%
CHF 463.00
17.2919%
SIX Swiss Exchange AG