9.50% p.a. Multi Barrier Reverse Convertible
Brent Crude Oil, WTI Crude Oil
Valor
128207506
SIX Symbol
NRDRCH
ISIN
CH1282075063
Identifiers
128207506
CH1282075063
NRDRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
9.50% p.a.
Cash Settlement
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
Listed
Yes
Life Cycle
1.75 Years
26 Jan 2024
02 Feb 2024
02 Feb 2024
12 Feb 2024
12 Feb 2024
05 Nov 2025
12 Nov 2025
Barrier
59.00%
Continuous barrier observation (american)
02 Feb 2024 - 05 Nov 2025
No
33.53%
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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USD 77.33 USD 45.62 33.53% USD 77.33 -12.66%
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USD 72.28 USD 42.65 35.61% USD 72.28 -9.14%
Coupons
Payment Date Amount
14 May 2024 2.375%
12 Aug 2024 2.375%
12 Nov 2024 2.375%
12 Feb 2025 2.375%
12 May 2025 2.375%
12 Aug 2025 2.375%
12 Nov 2025 2.375%
Early Redemption
Observation Date Redemption Amount
05 Feb 2025 100.00%
05 May 2025 100.00%
05 Aug 2025 100.00%
Brent Crude Oil
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Brent Crude Oil
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CO1 Comdty
USD
USD 77.33
USD 45.6247
33.5304%
USD 77.33
-12.6603%
ICE
WTI Crude Oil
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WTI Crude Oil
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CL1 Comdty
USD
USD 72.28
USD 42.6452
35.6056%
USD 72.28
-9.1431%
NYMEX