9.00% p.a. Multi Barrier Reverse Convertible
Nestlé, Roche, Swiss Re, Zurich Insurance
Valor
117741925
SIX Symbol
KHGRCH
ISIN
CH1177419251
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
117741925
CH1177419251
KHGRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
0.76%
16.42%
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
9.00% 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
2 Years
20 May 2022
27 May 2022
27 May 2022
03 Jun 2022
03 Jun 2022
27 May 2024
03 Jun 2024
Barrier
60.00%
Continuous barrier observation (american)
27 May 2022 - 27 May 2024
No
8.94%
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 116.58 CHF 69.95 23.74% CHF 116.58 -27.10%
Roche
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CHF 329.80 CHF 197.88 8.94% CHF 329.80 -51.77%
Swiss Re
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CHF 80.36 CHF 48.22 52.02% CHF 80.36 20.04%
Zurich Insurance
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CHF 441.70 CHF 265.02 39.63% CHF 441.70 -0.62%
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Coupons
Payment Date Amount
05 Sep 2022 2.25%
05 Dec 2022 2.25%
06 Mar 2023 2.25%
06 Jun 2023 2.25%
04 Sep 2023 2.25%
04 Dec 2023 2.25%
05 Mar 2024 2.25%
03 Jun 2024 2.25%
Early Redemption
Observation Date Redemption Amount
30 May 2023 100.00%
28 Aug 2023 100.00%
27 Nov 2023 100.00%
27 Feb 2024 100.00%
Nestlé
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Nestlé
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NESN SW
CHF
CHF 116.58
8.5778
CHF 69.948
23.7375%
CHF 116.58
-27.1042%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 329.80
3.0321
CHF 197.88
8.937%
CHF 329.80
-51.7717%
SIX Swiss Exchange AG
Swiss Re
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Swiss Re
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SREN SW
CHF
CHF 80.36
12.444
CHF 48.216
52.0239%
CHF 80.36
20.0398%
SIX Swiss Exchange AG
Zurich Insurance
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Zurich Insurance
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ZURN SW
CHF
CHF 441.70
2.264
CHF 265.02
39.631%
CHF 441.70
-0.615%
SIX Swiss Exchange AG