Product details Underlyings
13.00% p.a. Barrier Reverse Convertible
Tesla
Valor
132462403
SIX Symbol
NUWRCH
ISIN
CH1324624035
Issue Terms
Expired

13.00% p.a. Barrier Reverse Convertible on Tesla

Identifiers
Valor 132462403
ISIN CH1324624035
SIX Symbol NUWRCH
Product Category Yield Enhancement
Product Group Barrier Reverse Convertible
Product Type Callable Barrier Reverse Convertible
SSPA Product Type 1230
Parameters
Issuer Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Guarantor Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Coupon Payment Quarterly
Coupon 13.00% p.a.
Settlement Type Cash Settlement or Delivery of Underlying
Quoting Type Dirty (accrued interest included)
Issue Price 100%
Denomination CHF 1'000.00
Currency CHF
Exchange Listed
Quanto Yes
Life Cycle
Tenor 1 Year
Start Subscription Period 16 Feb 2024
End Subscription Period 23 Feb 2024
Initial Fixing Date 23 Feb 2024
Issue Date 04 Mar 2024
First Trading Day 04 Mar 2024
Maturity 25 Feb 2025
Early Redemption Date 02 Dec 2024
Barrier
Barrier 59.00%
Barrier Type Continuous barrier observation (american)
Barrier Observation Period 23 Feb 2024 - 25 Feb 2025
Barrier Event No
Distance to Barrier 59.86%
Product Specific Features
Strike Level 100.00%
Performance
Name Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
Name Market Price
USD 282.16
Initial Fixing Level USD 191.97 Barrier Level USD 113.26 Distance to Barrier 59.86% Strike Level USD 191.97 Distance to Strike 31.96%
Coupons
Payment Date Amount
Payment Date04 Jun 2024 Amount3.25%
Payment Date02 Sep 2024 Amount3.25%
Payment Date02 Dec 2024 Amount3.25%
Payment Date04 Mar 2025 Amount3.25%
Early Redemption
Observation Date Redemption Amount
Observation Date26 Aug 2024 Redemption Amount100.00%
Observation Date25 Nov 2024 Redemption Amount100.00%