8.20% p.a. Multi Barrier Reverse Convertible
Alcon, Lonza, Sandoz
Valor
128207824
SIX Symbol
NWORCH
ISIN
CH1282078240
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
128207824
CH1282078240
NWORCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
4.02%
3.19%
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
8.20% 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
1.5 Years
01 Mar 2024
08 Mar 2024
08 Mar 2024
15 Mar 2024
15 Mar 2024
08 Sep 2025
15 Sep 2025
Barrier
59.00%
Continuous barrier observation (american)
08 Mar 2024 - 08 Sep 2025
No
42.93%
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
Alcon
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CHF 76.80 CHF 45.31 42.93% CHF 76.80 3.27%
Lonza
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CHF 464.60 CHF 274.11 47.79% CHF 464.60 11.50%
Sandoz
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CHF 27.81 CHF 16.41 48.24% CHF 27.81 12.27%
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Coupons
Payment Date Amount
17 Jun 2024 2.05%
16 Sep 2024 2.05%
16 Dec 2024 2.05%
17 Mar 2025 2.05%
17 Jun 2025 2.05%
15 Sep 2025 2.05%
Early Redemption
Observation Date Redemption Amount
10 Mar 2025 100.00%
10 Jun 2025 100.00%
Alcon
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Alcon
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ALC SW
CHF
CHF 76.80
13.0208
CHF 45.312
42.932%
CHF 76.80
3.2746%
SIX Swiss Exchange AG
Lonza
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Lonza
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LONN SW
CHF
CHF 464.60
2.1524
CHF 274.114
47.7878%
CHF 464.60
11.5048%
SIX Swiss Exchange AG
Sandoz
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Sandoz
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SDZ SW
CHF
CHF 27.81
35.9583
CHF 16.4079
48.2401%
CHF 27.81
12.2713%
SIX Swiss Exchange AG