6.00% p.a. Multi Barrier Reverse Convertible
Nestlé, Novartis, Roche
Valor
135619217
SIX Symbol
OSNRCH
ISIN
CH1356192174
Identifiers
135619217
CH1356192174
OSNRCH
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
6.00% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
Listed
No
Life Cycle
2 Years
02 Aug 2024
09 Aug 2024
09 Aug 2024
19 Aug 2024
19 Aug 2024
12 Aug 2026
19 Aug 2026
Barrier
69.00%
Continuous barrier observation (american)
09 Aug 2024 - 12 Aug 2026
No
28.71%
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 89.00 CHF 61.41 29.17% CHF 89.00 -2.65%
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CHF 96.59 CHF 66.65 31.29% CHF 96.59 0.42%
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CHF 277.10 CHF 191.20 28.71% CHF 277.10 -3.32%
Coupons
Payment Date Amount
19 Nov 2024 1.50%
19 Feb 2025 1.50%
19 May 2025 1.50%
19 Aug 2025 1.50%
19 Nov 2025 1.50%
19 Feb 2026 1.50%
20 May 2026 1.50%
19 Aug 2026 1.50%
Early Redemption
Observation Date Redemption Amount
12 Aug 2025 100.00%
12 Nov 2025 100.00%
12 Feb 2026 100.00%
12 May 2026 100.00%
Nestlé
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Nestlé
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NESN SW
CHF
CHF 89.00
11.236
CHF 61.41
29.1696%
CHF 89.00
-2.6528%
SIX Swiss Exchange AG
Novartis
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Novartis
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NOVN SW
CHF
CHF 96.59
10.353
CHF 66.6471
31.2916%
CHF 96.59
0.4227%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 277.10
3.6088
CHF 191.199
28.7103%
CHF 277.10
-3.3184%
SIX Swiss Exchange AG