5.60% p.a. Multi Barrier Reverse Convertible
Nestlé, Novartis, Roche
Valor
128211996
SIX Symbol
NKZRCH
ISIN
CH1282119960
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
128211996
CH1282119960
NKZRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
4.31%
4.81%
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
5.60% 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
3 Years
01 Dec 2023
08 Dec 2023
08 Dec 2023
15 Dec 2023
15 Dec 2023
08 Dec 2026
15 Dec 2026
Barrier
59.00%
Continuous barrier observation (american)
08 Dec 2023 - 08 Dec 2026
No
23.79%
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 99.38 CHF 58.63 23.79% CHF 99.38 -29.17%
Novartis
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CHF 84.72 CHF 49.98 45.66% CHF 84.72 7.90%
Roche
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CHF 253.30 CHF 149.45 41.61% CHF 253.30 1.04%
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Coupons
Payment Date Amount
15 Mar 2024 1.40%
17 Jun 2024 1.40%
16 Sep 2024 1.40%
16 Dec 2024 1.40%
17 Mar 2025 1.40%
17 Jun 2025 1.40%
15 Sep 2025 1.40%
15 Dec 2025 1.40%
16 Mar 2026 1.40%
15 Jun 2026 1.40%
15 Sep 2026 1.40%
15 Dec 2026 1.40%
Early Redemption
Observation Date Redemption Amount
09 Dec 2024 100.00%
10 Mar 2025 100.00%
10 Jun 2025 100.00%
08 Sep 2025 100.00%
08 Dec 2025 100.00%
09 Mar 2026 100.00%
08 Jun 2026 100.00%
08 Sep 2026 100.00%
Nestlé
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Nestlé
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NESN SW
CHF
CHF 99.38
10.0624
CHF 58.6342
23.7923%
CHF 99.38
-29.1656%
SIX Swiss Exchange AG
Novartis
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Novartis
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NOVN SW
CHF
CHF 84.72
11.8036
CHF 49.9848
45.6628%
CHF 84.72
7.903%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 253.30
3.9479
CHF 149.447
41.6109%
CHF 253.30
1.0354%
SIX Swiss Exchange AG