7.00% p.a. Multi Barrier Reverse Convertible
Richemont, Swiss Re, Zurich Insurance
Valor
128207706
SIX Symbol
NVTRCH
ISIN
CH1282077069
Expired
Identifiers
128207706
CH1282077069
NVTRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
7.00% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
Listed
No
Life Cycle
2 Years
23 Feb 2024
01 Mar 2024
01 Mar 2024
11 Mar 2024
11 Mar 2024
04 Mar 2026
11 Mar 2025
Barrier
50.00%
Continuous barrier observation (american)
01 Mar 2024 - 04 Mar 2026
No
50.65%
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 143.15 CHF 71.58 50.65% CHF 143.15 1.31%
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CHF 106.30 CHF 53.15 64.52% CHF 106.30 29.04%
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CHF 467.00 CHF 233.50 59.81% CHF 467.00 19.62%
Coupons
Payment Date Amount
11 Jun 2024 1.75%
11 Sep 2024 1.75%
11 Dec 2024 1.75%
11 Mar 2025 1.75%
12 Jun 2025 1.75%
11 Sep 2025 1.75%
11 Dec 2025 1.75%
11 Mar 2026 1.75%
Early Redemption
Observation Date Redemption Amount
04 Mar 2025 100.00%
04 Jun 2025 100.00%
04 Sep 2025 100.00%
04 Dec 2025 100.00%
Richemont
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Richemont
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CFR SW
CHF
CHF 143.15
6.9857
CHF 71.575
50.6549%
CHF 143.15
1.3099%
SIX Swiss Exchange AG
Swiss Re
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Swiss Re
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SREN SW
CHF
CHF 106.30
9.4073
CHF 53.15
64.5194%
CHF 106.30
29.0387%
SIX Swiss Exchange AG
Zurich Insurance
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Zurich Insurance
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ZURN SW
CHF
CHF 467.00
2.1413
CHF 233.50
59.8107%
CHF 467.00
19.6213%
SIX Swiss Exchange AG