8.50% p.a. Multi Barrier Reverse Convertible
Lonza, Novartis, Roche
Valor
128207992
SIX Symbol
NZSRCH
ISIN
CH1282079925
Identifiers
128207992
CH1282079925
NZSRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
8.50% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
Listed
No
Life Cycle
1.5 Years
19 Mar 2024
28 Mar 2024
28 Mar 2024
08 Apr 2024
08 Apr 2024
01 Oct 2025
08 Oct 2025
Barrier
65.00%
Continuous barrier observation (american)
28 Mar 2024 - 01 Oct 2025
No
34.98%
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 540.20 CHF 351.13 34.98% CHF 540.20 -0.04%
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CHF 87.37 CHF 56.79 37.34% CHF 87.37 3.60%
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CHF 229.70 CHF 149.31 41.59% CHF 229.70 10.13%
Coupons
Payment Date Amount
08 Jul 2024 2.125%
08 Oct 2024 2.125%
08 Jan 2025 2.125%
08 Apr 2025 2.125%
08 Jul 2025 2.125%
08 Oct 2025 2.125%
Early Redemption
Observation Date Redemption Amount
01 Apr 2025 100.00%
01 Jul 2025 100.00%
Lonza
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Lonza
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LONN SW
CHF
CHF 540.20
1.8512
CHF 351.13
34.9759%
CHF 540.20
-0.037%
SIX Swiss Exchange AG
Novartis
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Novartis
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NOVN SW
CHF
CHF 87.37
11.4456
CHF 56.7905
37.3381%
CHF 87.37
3.597%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 229.70
4.3535
CHF 149.305
41.5865%
CHF 229.70
10.133%
SIX Swiss Exchange AG