4.00% p.a. Multi Barrier Reverse Convertible
Nestlé, Novartis Sandoz Group Basket, Roche, Zurich Insurance
Valor
114087110
ISIN
CH1140871109
Expired
Identifiers
114087110
CH1140871109
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
4.00% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
Unlisted
No
Life Cycle
3 Years
05 Nov 2021
12 Nov 2021
12 Nov 2021
05 Nov 2024
12 Nov 2024
Barrier
50.00%
Continuous barrier observation (american)
05 Nov 2021 - 05 Nov 2024
No
29.29%
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 123.18 CHF 61.59 29.73% CHF 123.18 -40.54%
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CHF 76.09 CHF 38.05 61.38% CHF 76.09 22.76%
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CHF 364.30 CHF 182.15 29.29% CHF 364.30 -41.42%
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CHF 412.30 CHF 206.15 64.52% CHF 412.30 29.04%
Coupons
Payment Date Amount
14 Feb 2022 1.00%
12 May 2022 1.00%
12 Aug 2022 1.00%
14 Nov 2022 1.00%
13 Feb 2023 1.00%
12 May 2023 1.00%
14 Aug 2023 1.00%
13 Nov 2023 1.00%
12 Feb 2024 1.00%
14 May 2024 1.00%
12 Aug 2024 1.00%
12 Nov 2024 1.00%
Early Redemption
Observation Date Redemption Amount
07 Nov 2022 100.00%
06 Feb 2023 100.00%
05 May 2023 100.00%
07 Aug 2023 100.00%
06 Nov 2023 100.00%
05 Feb 2024 100.00%
06 May 2024 100.00%
05 Aug 2024 100.00%
Nestlé
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Nestlé
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NESN SW
CHF
CHF 123.18
8.1182
CHF 61.59
29.7319%
CHF 123.18
-40.5362%
SIX Swiss Exchange AG
Novartis Sandoz Group Basket
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Novartis Sandoz Group Basket
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CHF
CHF 76.09
13.1423
CHF 38.045
61.3819%
CHF 76.09
22.7638%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 364.30
2.745
CHF 182.15
29.2896%
CHF 364.30
-41.4208%
SIX Swiss Exchange AG
Zurich Insurance
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Zurich Insurance
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ZURN SW
CHF
CHF 412.30
2.4254
CHF 206.15
64.5181%
CHF 412.30
29.0361%
SIX Swiss Exchange AG