8.00% p.a. Multi Barrier Reverse Convertible
Novartis, Roche, Swiss Life, Swiss Re
Valor
128207688
SIX Symbol
NURRCH
ISIN
CH1282076889
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
128207688
CH1282076889
NURRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
1.48%
5.71%
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
8.00% 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
2 Years
16 Feb 2024
23 Feb 2024
23 Feb 2024
04 Mar 2024
04 Mar 2024
25 Feb 2026
04 Mar 2026
Barrier
60.00%
Continuous barrier observation (american)
23 Feb 2024 - 25 Feb 2026
No
41.06%
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
Novartis
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CHF 91.63 CHF 54.98 41.06% CHF 91.63 1.76%
Roche
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CHF 232.40 CHF 139.44 45.42% CHF 232.40 9.04%
Swiss Life
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CHF 648.80 CHF 389.28 46.05% CHF 648.80 10.08%
Swiss Re
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CHF 106.50 CHF 63.90 50.90% CHF 106.50 18.17%
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Coupons
Payment Date Amount
03 Jun 2024 2.00%
02 Sep 2024 2.00%
02 Dec 2024 2.00%
04 Mar 2025 2.00%
03 Jun 2025 2.00%
01 Sep 2025 2.00%
02 Dec 2025 2.00%
04 Mar 2026 2.00%
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%
Novartis
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Novartis
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NOVN SW
CHF
CHF 91.63
10.9135
CHF 54.978
41.055%
CHF 91.63
1.7583%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 232.40
4.3029
CHF 139.44
45.4247%
CHF 232.40
9.0411%
SIX Swiss Exchange AG
Swiss Life
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Swiss Life
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SLHN SW
CHF
CHF 648.80
1.5413
CHF 389.28
46.0457%
CHF 648.80
10.0762%
SIX Swiss Exchange AG
Swiss Re
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Swiss Re
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SREN SW
CHF
CHF 106.50
9.3897
CHF 63.90
50.9028%
CHF 106.50
18.1713%
SIX Swiss Exchange AG