7.00% p.a. Multi Barrier Reverse Convertible
Swiss Life, Swiss Re, Swisscom
Valor
128207515
SIX Symbol
NRMRCH
ISIN
CH1282075154
Expired
Identifiers
128207515
CH1282075154
NRMRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
7.00% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
Listed
No
Life Cycle
2 Years
26 Jan 2024
02 Feb 2024
02 Feb 2024
09 Feb 2024
09 Feb 2024
02 Feb 2026
10 Feb 2025
Barrier
59.00%
Continuous barrier observation (american)
02 Feb 2024 - 02 Feb 2026
No
44.84%
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 618.60 CHF 364.97 56.19% CHF 618.60 25.74%
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CHF 98.48 CHF 58.10 61.17% CHF 98.48 34.19%
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CHF 510.00 CHF 300.90 44.84% CHF 510.00 6.51%
Coupons
Payment Date Amount
10 May 2024 1.75%
09 Aug 2024 1.75%
11 Nov 2024 1.75%
10 Feb 2025 1.75%
09 May 2025 1.75%
11 Aug 2025 1.75%
10 Nov 2025 1.75%
09 Feb 2026 1.75%
Early Redemption
Observation Date Redemption Amount
03 Feb 2025 100.00%
02 May 2025 100.00%
04 Aug 2025 100.00%
03 Nov 2025 100.00%
Swiss Life
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Swiss Life
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SLHN SW
CHF
CHF 618.60
1.6166
CHF 364.974
56.1856%
CHF 618.60
25.7383%
SIX Swiss Exchange AG
Swiss Re
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Swiss Re
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SREN SW
CHF
CHF 98.48
10.1543
CHF 58.1032
61.1739%
CHF 98.48
34.1931%
SIX Swiss Exchange AG
Swisscom
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Swisscom
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SCMN SW
CHF
CHF 510.00
1.9608
CHF 300.90
44.8396%
CHF 510.00
6.5078%
SIX Swiss Exchange AG