4.40% p.a. Multi Barrier Reverse Convertible
Nestlé, Novartis, Roche
Valor
128207833
SIX Symbol
NWXRCH
ISIN
CH1282078331
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
128207833
CH1282078331
NWXRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
3.89%
-0.23%
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
4.40% 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
2.75 Years
01 Mar 2024
08 Mar 2024
08 Mar 2024
15 Mar 2024
15 Mar 2024
08 Dec 2026
15 Dec 2026
Barrier
55.00%
Continuous barrier observation (american)
08 Mar 2024 - 08 Dec 2026
No
32.54%
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
Nestlé
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CHF 93.81 CHF 51.60 32.54% CHF 93.81 -22.66%
Novartis
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CHF 88.11 CHF 48.46 48.04% CHF 88.11 5.53%
Roche
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CHF 238.20 CHF 131.01 48.72% CHF 238.20 6.77%
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Coupons
Payment Date Amount
17 Jun 2024 1.10%
16 Sep 2024 1.10%
16 Dec 2024 1.10%
17 Mar 2025 1.10%
17 Jun 2025 1.10%
15 Sep 2025 1.10%
15 Dec 2025 1.10%
16 Mar 2026 1.10%
15 Jun 2026 1.10%
15 Sep 2026 1.10%
15 Dec 2026 1.10%
Early Redemption
Observation Date Redemption Amount
10 Mar 2025 100.00%
10 Jun 2025 100.00%
08 Sep 2025 100.00%
08 Dec 2025 100.00%
09 Mar 2026 100.00%
08 Jun 2026 100.00%
08 Sep 2026 100.00%
Nestlé
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Nestlé
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NESN SW
CHF
CHF 93.81
10.6598
CHF 51.5955
32.5373%
CHF 93.81
-22.6595%
SIX Swiss Exchange AG
Novartis
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Novartis
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NOVN SW
CHF
CHF 88.11
11.3494
CHF 48.4605
48.0428%
CHF 88.11
5.5323%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 238.20
4.1982
CHF 131.01
48.7241%
CHF 238.20
6.771%
SIX Swiss Exchange AG