6.60% p.a. Multi Barrier Reverse Convertible
Nestlé, Novartis, Roche
Valor
128212024
SIX Symbol
NLXRCH
ISIN
CH1282120240
Identifiers
128212024
CH1282120240
NLXRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
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
Listed
No
Life Cycle
2 Years
08 Dec 2023
15 Dec 2023
15 Dec 2023
22 Dec 2023
22 Dec 2023
15 Dec 2025
22 Dec 2025
Barrier
69.00%
Continuous barrier observation (american)
15 Dec 2023 - 15 Dec 2025
No
21.72%
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 98.11 CHF 67.70 21.72% CHF 98.11 -13.45%
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CHF 84.79 CHF 58.51 36.05% CHF 84.79 7.32%
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CHF 244.35 CHF 168.60 35.15% CHF 244.35 6.02%
Coupons
Payment Date Amount
22 Mar 2024 1.65%
24 Jun 2024 1.65%
23 Sep 2024 1.65%
23 Dec 2024 1.65%
24 Mar 2025 1.65%
23 Jun 2025 1.65%
22 Sep 2025 1.65%
22 Dec 2025 1.65%
Early Redemption
Observation Date Redemption Amount
16 Dec 2024 100.00%
17 Mar 2025 100.00%
16 Jun 2025 100.00%
15 Sep 2025 100.00%
Nestlé
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Nestlé
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NESN SW
CHF
CHF 98.11
10.1926
CHF 67.6959
21.7207%
CHF 98.11
-13.4482%
SIX Swiss Exchange AG
Novartis
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Novartis
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NOVN SW
CHF
CHF 84.79
11.7938
CHF 58.5051
36.053%
CHF 84.79
7.3232%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 244.35
4.0925
CHF 168.6015
35.1533%
CHF 244.35
6.0192%
SIX Swiss Exchange AG