9.00% p.a. Multi Barrier Reverse Convertible
Johnson & Johnson, Merck, Pfizer
Valor
128212510
SIX Symbol
NRVRCH
ISIN
CH1282125108
Identifiers
128212510
CH1282125108
NRVRCH
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
9.00% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
USD 1'000.00
USD
Listed
No
Life Cycle
1.5 Years
26 Jan 2024
02 Feb 2024
02 Feb 2024
12 Feb 2024
12 Feb 2024
05 Aug 2025
12 Aug 2025
Barrier
55.00%
Continuous barrier observation (american)
02 Feb 2024 - 05 Aug 2025
No
14.09%
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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USD 156.61 USD 86.14 44.75% USD 156.61 -0.45%
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USD 126.41 USD 69.53 14.09% USD 126.41 -56.20%
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USD 26.93 USD 14.81 41.63% USD 26.93 -6.13%
Coupons
Payment Date Amount
13 May 2024 2.25%
12 Aug 2024 2.25%
13 Nov 2024 2.25%
12 Feb 2025 2.25%
12 May 2025 2.25%
12 Aug 2025 2.25%
Early Redemption
Observation Date Redemption Amount
05 Feb 2025 100.00%
05 May 2025 100.00%
Johnson & Johnson
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Johnson & Johnson
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JNJ UN
USD
USD 156.61
6.3853
USD 86.1355
44.7531%
USD 156.61
-0.449%
NYSE
Merck
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Merck
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MRK UN
USD
USD 126.41
7.9108
USD 69.5255
14.0918%
USD 126.41
-56.1967%
NYSE
Pfizer
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Pfizer
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PFE UN
USD
USD 26.93
37.1333
USD 14.8115
41.6296%
USD 26.93
-6.1281%
NYSE