4.70% p.a. Multi Barrier Reverse Convertible
Nestlé, Novartis, Roche
Valor
132463100
SIX Symbol
OALRCH
ISIN
CH1324631006
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
132463100
CH1324631006
OALRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
10.49%
-5.82%
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
4.70% 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
3 Years
22 Mar 2024
28 Mar 2024
28 Mar 2024
08 Apr 2024
08 Apr 2024
01 Apr 2027
08 Apr 2027
Barrier
59.00%
Continuous barrier observation (american)
28 Mar 2024 - 01 Apr 2027
No
23.74%
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
Nestlé
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CHF 95.75 CHF 56.49 23.74% CHF 95.75 -29.25%
Novartis
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CHF 87.37 CHF 51.55 41.21% CHF 87.37 0.35%
Roche
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CHF 229.70 CHF 135.52 46.01% CHF 229.70 8.49%
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Coupons
Payment Date Amount
08 Jul 2024 1.175%
08 Oct 2024 1.175%
10 Jan 2025 1.175%
08 Apr 2025 1.175%
08 Jul 2025 1.175%
08 Oct 2025 1.175%
12 Jan 2026 1.175%
10 Apr 2026 1.175%
08 Jul 2026 1.175%
08 Oct 2026 1.175%
11 Jan 2027 1.175%
08 Apr 2027 1.175%
Early Redemption
Observation Date Redemption Amount
01 Apr 2025 100.00%
01 Jul 2025 100.00%
01 Oct 2025 100.00%
05 Jan 2026 100.00%
01 Apr 2026 100.00%
01 Jul 2026 100.00%
01 Oct 2026 100.00%
04 Jan 2027 100.00%
Nestlé
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Nestlé
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NESN SW
CHF
CHF 95.75
10.4439
CHF 56.4925
23.7412%
CHF 95.75
-29.2522%
SIX Swiss Exchange AG
Novartis
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Novartis
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NOVN SW
CHF
CHF 87.37
11.4456
CHF 51.5483
41.2086%
CHF 87.37
0.3536%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 229.70
4.3535
CHF 135.523
46.0068%
CHF 229.70
8.4861%
SIX Swiss Exchange AG