7.60% p.a. Multi Barrier Reverse Convertible
Helvetia Versicherungen, Swiss Life, Swiss Re, Zurich Insurance
Valor
128211529
SIX Symbol
NHGRCH
ISIN
CH1282115299
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
128211529
CH1282115299
NHGRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
4.76%
2.00%
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
7.60% 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
03 Nov 2023
10 Nov 2023
10 Nov 2023
17 Nov 2023
17 Nov 2023
10 Nov 2025
17 Nov 2025
Barrier
59.00%
Continuous barrier observation (american)
10 Nov 2023 - 10 Nov 2025
No
41.00%
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
Helvetia Versicherungen
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CHF 123.00 CHF 72.57 41.00% CHF 123.00 0.00%
Swiss Life
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CHF 551.60 CHF 325.44 47.76% CHF 551.60 11.46%
Swiss Re
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CHF 97.96 CHF 57.80 42.49% CHF 97.96 2.53%
Zurich Insurance
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CHF 431.00 CHF 254.29 42.08% CHF 431.00 1.82%
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Coupons
Payment Date Amount
19 Feb 2024 1.90%
17 May 2024 1.90%
19 Aug 2024 1.90%
18 Nov 2024 1.90%
17 Feb 2025 1.90%
19 May 2025 1.90%
18 Aug 2025 1.90%
17 Nov 2025 1.90%
Early Redemption
Observation Date Redemption Amount
11 Nov 2024 100.00%
10 Feb 2025 100.00%
12 May 2025 100.00%
11 Aug 2025 100.00%
Helvetia Versicherungen
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Helvetia Versicherungen
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HELN SW
CHF
CHF 123.00
8.1301
CHF 72.57
41.00%
CHF 123.00
0.00%
SIX Swiss Exchange AG
Swiss Life
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Swiss Life
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SLHN SW
CHF
CHF 551.60
1.8129
CHF 325.444
47.7618%
CHF 551.60
11.4607%
SIX Swiss Exchange AG
Swiss Re
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Swiss Re
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SREN SW
CHF
CHF 97.96
10.2082
CHF 57.7964
42.4911%
CHF 97.96
2.5274%
SIX Swiss Exchange AG
Zurich Insurance
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Zurich Insurance
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ZURN SW
CHF
CHF 431.00
2.3202
CHF 254.29
42.0752%
CHF 431.00
1.8223%
SIX Swiss Exchange AG