7.00% p.a. Multi Barrier Reverse Convertible
Generali, AXA, Swiss Re, Zurich Insurance
Valor
128207829
SIX Symbol
NWTRCH
ISIN
CH1282078299
Identifiers
128207829
CH1282078299
NWTRCH
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
Yes
Life Cycle
2 Years
01 Mar 2024
08 Mar 2024
08 Mar 2024
18 Mar 2024
18 Mar 2024
11 Mar 2026
18 Mar 2026
Barrier
60.00%
Continuous barrier observation (american)
08 Mar 2024 - 11 Mar 2026
No
48.72%
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 22.22 EUR 13.33 56.57% EUR 22.22 27.62%
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EUR 33.52 EUR 20.11 49.21% EUR 33.52 15.34%
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CHF 109.00 CHF 65.40 53.88% CHF 109.00 23.13%
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CHF 478.40 CHF 287.04 48.72% CHF 478.40 14.54%
Coupons
Payment Date Amount
18 Jun 2024 1.75%
18 Sep 2024 1.75%
18 Dec 2024 1.75%
18 Mar 2025 1.75%
18 Jun 2025 1.75%
18 Sep 2025 1.75%
18 Dec 2025 1.75%
18 Mar 2026 1.75%
Early Redemption
Observation Date Redemption Amount
11 Mar 2025 100.00%
11 Jun 2025 100.00%
11 Sep 2025 100.00%
11 Dec 2025 100.00%
Generali
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Generali
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G IM
EUR
EUR 22.22
EUR 13.332
56.5733%
EUR 22.22
27.6221%
Milan Stock Exchange
AXA
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AXA
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CS FP
EUR
EUR 33.52
EUR 20.112
49.2057%
EUR 33.52
15.3428%
Euronext Paris
Swiss Re
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Swiss Re
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SREN SW
CHF
CHF 109.00
9.1743
CHF 65.40
53.8787%
CHF 109.00
23.1312%
SIX Swiss Exchange AG
Zurich Insurance
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Zurich Insurance
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ZURN SW
CHF
CHF 478.40
2.0903
CHF 287.04
48.7245%
CHF 478.40
14.5409%
SIX Swiss Exchange AG