9.00% p.a. Multi Barrier Reverse Convertible
Bayer, Sanofi
Valor
132462167
SIX Symbol
NSPRCH
ISIN
CH1324621676
Currency
EUR
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
132462167
CH1324621676
NSPRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
19.60%
-8.56%
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
9.00% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
EUR 1'000.00
EUR
EUR 250'000.00
EUR 250'000.00
Listed
No
Life Cycle
1.5 Years
02 Feb 2024
09 Feb 2024
09 Feb 2024
19 Feb 2024
19 Feb 2024
12 Aug 2025
19 Aug 2025
Barrier
53.00%
Continuous barrier observation (american)
09 Feb 2024 - 12 Aug 2025
No
24.03%
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
Bayer
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EUR 27.79 EUR 14.73 24.03% EUR 27.79 -43.34%
Sanofi
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EUR 86.50 EUR 45.85 50.11% EUR 86.50 5.88%
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Coupons
Payment Date Amount
20 May 2024 2.25%
19 Aug 2024 2.25%
19 Nov 2024 2.25%
19 Feb 2025 2.25%
19 May 2025 2.25%
19 Aug 2025 2.25%
Early Redemption
Observation Date Redemption Amount
12 Feb 2025 100.00%
12 May 2025 100.00%
Bayer
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Bayer
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BAYN GY
EUR
EUR 27.785
35.9906
EUR 14.7261
24.0299%
EUR 27.785
-43.3399%
Xetra
Sanofi
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Sanofi
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SAN FP
EUR
EUR 86.50
11.5607
EUR 45.845
50.1143%
EUR 86.50
5.876%
Euronext Paris