4.00% p.a. Multi Barrier Reverse Convertible
EURO STOXX 50® Index, S&P 500®, Swiss Market Index®
Valor
132462172
SIX Symbol
NSURCH
ISIN
CH1324621726
Currency
CHF
Bid (indicative)
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150'000.00
Ask (indicative)
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150'000.00
Price on
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Identifiers
132462172
CH1324621726
NSURCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
0.59%
4.61%
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
4.00% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
CHF 150'000.00
CHF 150'000.00
Listed
Yes
Life Cycle
3 Years
02 Feb 2024
09 Feb 2024
09 Feb 2024
16 Feb 2024
16 Feb 2024
09 Feb 2027
16 Feb 2027
Barrier
60.00%
Continuous barrier observation (american)
09 Feb 2024 - 09 Feb 2027
No
44.57%
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
Euro STOXX 50
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EUR 4'715.87 EUR 2'829.52 48.04% EUR 4'715.87 13.40%
S&P 500
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USD 5'026.61 USD 3'015.97 51.70% USD 5'026.61 19.50%
SMI
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CHF 11'091.58 CHF 6'654.95 44.57% CHF 11'091.58 7.62%
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Coupons
Payment Date Amount
17 May 2024 1.00%
16 Aug 2024 1.00%
18 Nov 2024 1.00%
17 Feb 2025 1.00%
16 May 2025 1.00%
18 Aug 2025 1.00%
17 Nov 2025 1.00%
16 Feb 2026 1.00%
19 May 2026 1.00%
17 Aug 2026 1.00%
16 Nov 2026 1.00%
16 Feb 2027 1.00%
Early Redemption
Observation Date Redemption Amount
10 Feb 2025 100.00%
09 May 2025 100.00%
11 Aug 2025 100.00%
10 Nov 2025 100.00%
09 Feb 2026 100.00%
11 May 2026 100.00%
10 Aug 2026 100.00%
09 Nov 2026 100.00%
Euro STOXX 50
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Euro STOXX 50
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SX5E
EUR
EUR 4'715.87
EUR 2'829.522
48.0407%
EUR 4'715.87
13.4012%
STOXX Europe Calendar
S&P 500
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S&P 500
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SPX
USD
USD 5'026.61
USD 3'015.966
51.6989%
USD 5'026.61
19.4982%
NYSE
SMI
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SMI
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SMI
CHF
CHF 11'091.58
0.0902
CHF 6'654.948
44.5715%
CHF 11'091.58
7.6192%
SIX Swiss Exchange AG