4.70% p.a. Multi Barrier Reverse Convertible
Nestlé, Novartis, Roche
Valor
132463100
SIX Symbol
OALRCH
ISIN
CH1324631006
Identifiers
132463100
CH1324631006
OALRCH
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
4.70% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
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
35.79%
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 95.75 CHF 56.49 35.79% CHF 95.75 -8.83%
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CHF 87.37 CHF 51.55 43.12% CHF 87.37 3.60%
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CHF 229.70 CHF 135.52 46.98% CHF 229.70 10.13%
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
35.7894%
CHF 95.75
-8.8316%
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
43.1223%
CHF 87.37
3.597%
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
46.9785%
CHF 229.70
10.133%
SIX Swiss Exchange AG