7.75% p.a. Multi Barrier Reverse Convertible
Givaudan, Nestlé, Roche, Zurich Insurance
Valor
128210403
SIX Symbol
MTWRCH
ISIN
CH1282104038
Expired
Identifiers
128210403
CH1282104038
MTWRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
7.75% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 5'000.00
CHF
Listed
No
Life Cycle
1.5 Years
04 Aug 2023
11 Aug 2023
11 Aug 2023
18 Aug 2023
18 Aug 2023
11 Feb 2025
18 Feb 2025
Barrier
65.00%
Continuous barrier observation (american)
11 Aug 2023 - 11 Feb 2025
No
14.66%
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 2'852.00 CHF 1'853.80 52.09% CHF 2'852.00 26.29%
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CHF 104.08 CHF 67.65 14.66% CHF 104.08 -31.30%
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CHF 265.15 CHF 172.35 33.71% CHF 265.15 -1.98%
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CHF 414.40 CHF 269.36 51.17% CHF 414.40 24.87%
Coupons
Payment Date Amount
20 Nov 2023 1.938%
19 Feb 2024 1.938%
21 May 2024 1.938%
19 Aug 2024 1.938%
18 Nov 2024 1.938%
18 Feb 2025 1.938%
Early Redemption
Observation Date Redemption Amount
12 Aug 2024 100.00%
11 Nov 2024 100.00%
Givaudan
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Givaudan
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GIVN SW
CHF
CHF 2'852.00
1.7532
CHF 1'853.80
52.0858%
CHF 2'852.00
26.2859%
SIX Swiss Exchange AG
Nestlé
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Nestlé
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NESN SW
CHF
CHF 104.08
48.04
CHF 67.652
14.6562%
CHF 104.08
-31.2981%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 265.15
18.8573
CHF 172.3475
33.7125%
CHF 265.15
-1.9808%
SIX Swiss Exchange AG
Zurich Insurance
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Zurich Insurance
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ZURN SW
CHF
CHF 414.40
12.0656
CHF 269.36
51.1675%
CHF 414.40
24.8731%
SIX Swiss Exchange AG