6.20% p.a. Multi Barrier Reverse Convertible
Helvetia Versicherungen, Swiss Life, Zurich Insurance
Valor
128207079
SIX Symbol
NHRRCH
ISIN
CH1282070791
Expired
Identifiers
128207079
CH1282070791
NHRRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
6.20% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
Listed
No
Life Cycle
1.5 Years
03 Nov 2023
24 Nov 2023
24 Nov 2023
30 Nov 2023
30 Nov 2023
23 May 2025
02 Dec 2024
Barrier
60.00%
Continuous barrier observation (american)
24 Nov 2023 - 23 May 2025
No
54.06%
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 120.30 CHF 72.18 60.43% CHF 120.30 34.05%
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CHF 563.60 CHF 338.16 57.68% CHF 563.60 29.46%
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CHF 435.80 CHF 261.48 54.06% CHF 435.80 23.44%
Coupons
Payment Date Amount
29 Feb 2024 1.55%
30 May 2024 1.55%
30 Aug 2024 1.55%
02 Dec 2024 1.55%
28 Feb 2025 1.55%
30 May 2025 1.55%
Early Redemption
Observation Date Redemption Amount
25 Nov 2024 100.00%
24 Feb 2025 100.00%
Helvetia Versicherungen
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Helvetia Versicherungen
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HELN SW
CHF
CHF 120.30
8.3126
CHF 72.18
60.4276%
CHF 120.30
34.0461%
SIX Swiss Exchange AG
Swiss Life
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Swiss Life
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SLHN SW
CHF
CHF 563.60
1.7743
CHF 338.16
57.6771%
CHF 563.60
29.4618%
SIX Swiss Exchange AG
Zurich Insurance
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Zurich Insurance
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ZURN SW
CHF
CHF 435.80
2.2946
CHF 261.48
54.0618%
CHF 435.80
23.4364%
SIX Swiss Exchange AG