6.25% p.a. Multi Barrier Reverse Convertible
ABB, Richemont, VAT Group, Zurich Insurance
Valor
132462662
SIX Symbol
NXORCH
ISIN
CH1324626626
Currency
CHF
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
132462662
CH1324626626
NXORCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
7.18%
-1.45%
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
CHF 250'000.00
CHF 250'000.00
Listed
No
Life Cycle
2 Years
28 Feb 2024
08 Mar 2024
08 Mar 2024
18 Mar 2024
18 Mar 2024
06 Mar 2026
18 Mar 2026
Barrier
40.00%
Continuous barrier observation (american)
08 Mar 2024 - 06 Mar 2026
No
46.07%
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
ABB
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CHF 40.99 CHF 16.40 67.35% CHF 40.99 18.38%
Richemont
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CHF 145.10 CHF 58.04 53.00% CHF 145.10 -17.49%
VAT Group
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CHF 471.20 CHF 188.48 46.07% CHF 471.20 -34.82%
Zurich Insurance
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CHF 478.40 CHF 191.36 65.74% CHF 478.40 14.36%
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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
67.3517%
CHF 40.99
18.3791%
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
53.004%
CHF 145.10
-17.4899%
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
46.0715%
CHF 471.20
-34.8212%
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
65.7429%
CHF 478.40
14.3573%
SIX Swiss Exchange AG