6.60% p.a. Multi Barrier Reverse Convertible
Nestlé, Novartis, Roche
Valor
128207516
SIX Symbol
NRNRCH
ISIN
CH1282075162
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
128207516
CH1282075162
NRNRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
3.58%
5.59%
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
6.60% 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
26 Jan 2024
02 Feb 2024
02 Feb 2024
09 Feb 2024
09 Feb 2024
02 Feb 2026
09 Feb 2026
Barrier
69.00%
Continuous barrier observation (american)
02 Feb 2024 - 02 Feb 2026
No
20.16%
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 98.57 CHF 68.01 20.16% CHF 98.57 -15.71%
Novartis
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CHF 89.80 CHF 61.96 30.64% CHF 89.80 -0.51%
Roche
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CHF 234.10 CHF 161.53 36.53% CHF 234.10 8.02%
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Coupons
Payment Date Amount
10 May 2024 1.65%
09 Aug 2024 1.65%
11 Nov 2024 1.65%
10 Feb 2025 1.65%
09 May 2025 1.65%
11 Aug 2025 1.65%
10 Nov 2025 1.65%
09 Feb 2026 1.65%
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%
Nestlé
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Nestlé
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NESN SW
CHF
CHF 98.57
10.1451
CHF 68.0133
20.1628%
CHF 98.57
-15.7061%
SIX Swiss Exchange AG
Novartis
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Novartis
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NOVN SW
CHF
CHF 89.80
11.1359
CHF 61.962
30.6447%
CHF 89.80
-0.5149%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 234.10
4.2717
CHF 161.529
36.5308%
CHF 234.10
8.0157%
SIX Swiss Exchange AG