6.25% p.a. Multi Barrier Reverse Convertible
ABB, Richemont, VAT Group, Zurich Insurance
Valor
132462662
SIX Symbol
NXORCH
ISIN
CH1324626626
Expired
Identifiers
132462662
CH1324626626
NXORCH
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
6.25% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
Listed
No
Life Cycle
2 Years
28 Feb 2024
08 Mar 2024
08 Mar 2024
18 Mar 2024
18 Mar 2024
06 Mar 2026
15 Dec 2025
Barrier
40.00%
Continuous barrier observation (american)
08 Mar 2024 - 06 Mar 2026
No
50.97%
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 40.99 CHF 16.40 72.28% CHF 40.99 30.69%
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CHF 145.10 CHF 58.04 65.87% CHF 145.10 14.67%
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CHF 471.20 CHF 188.48 50.97% CHF 471.20 -22.58%
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CHF 478.40 CHF 191.36 68.17% CHF 478.40 20.43%
Coupons
Payment Date Amount
13 Jun 2024 1.563%
13 Sep 2024 1.563%
13 Dec 2024 1.563%
13 Mar 2025 1.563%
16 Jun 2025 1.563%
15 Sep 2025 1.563%
15 Dec 2025 1.563%
18 Mar 2026 1.563%
Early Redemption
Observation Date Redemption Amount
06 Mar 2025 100.00%
06 Jun 2025 100.00%
08 Sep 2025 100.00%
08 Dec 2025 100.00%
ABB
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ABB
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ABBN SW
CHF
CHF 40.99
24.3962
CHF 16.396
72.276%
CHF 40.99
30.6899%
SIX Swiss Exchange AG
Richemont
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Richemont
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CFR SW
CHF
CHF 145.10
6.8918
CHF 58.04
65.8689%
CHF 145.10
14.6722%
SIX Swiss Exchange AG
VAT Group
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VAT Group
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VACN SW
CHF
CHF 471.20
2.1222
CHF 188.48
50.9677%
CHF 471.20
-22.5806%
SIX Swiss Exchange AG
Zurich Insurance
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Zurich Insurance
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ZURN SW
CHF
CHF 478.40
2.0903
CHF 191.36
68.1703%
CHF 478.40
20.4258%
SIX Swiss Exchange AG