5.10% p.a. Multi Barrier Reverse Convertible
Nestlé, Novartis, Roche
Valor
135618604
SIX Symbol
OMCRCH
ISIN
CH1356186044
Identifiers
135618604
CH1356186044
OMCRCH
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
5.10% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
Listed
No
Life Cycle
3 Years
14 Jun 2024
21 Jun 2024
21 Jun 2024
28 Jun 2024
28 Jun 2024
21 Jun 2027
28 Jun 2027
Barrier
59.00%
Continuous barrier observation (american)
21 Jun 2024 - 21 Jun 2027
No
28.09%
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 93.70 CHF 55.28 28.09% CHF 93.70 -21.88%
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CHF 93.99 CHF 55.45 41.70% CHF 93.99 1.19%
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CHF 252.80 CHF 149.15 41.78% CHF 252.80 1.33%
Coupons
Payment Date Amount
30 Sep 2024 1.275%
03 Jan 2025 1.275%
28 Mar 2025 1.275%
30 Jun 2025 1.275%
29 Sep 2025 1.275%
31 Dec 2025 1.275%
30 Mar 2026 1.275%
29 Jun 2026 1.275%
28 Sep 2026 1.275%
29 Dec 2026 1.275%
31 Mar 2027 1.275%
28 Jun 2027 1.275%
Early Redemption
Observation Date Redemption Amount
23 Jun 2025 100.00%
22 Sep 2025 100.00%
22 Dec 2025 100.00%
23 Mar 2026 100.00%
22 Jun 2026 100.00%
21 Sep 2026 100.00%
21 Dec 2026 100.00%
22 Mar 2027 100.00%
Nestlé
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Nestlé
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NESN SW
CHF
CHF 93.70
10.6724
CHF 55.283
28.0918%
CHF 93.70
-21.8783%
SIX Swiss Exchange AG
Novartis
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Novartis
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NOVN SW
CHF
CHF 93.99
10.6394
CHF 55.4541
41.7009%
CHF 93.99
1.188%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 252.80
3.9557
CHF 149.152
41.783%
CHF 252.80
1.3271%
SIX Swiss Exchange AG