6.00% p.a. Multi Barrier Reverse Convertible
Nestlé, Novartis, Roche
Valor
131249679
SIX Symbol
OGRRCH
ISIN
CH1312496792
Identifiers
131249679
CH1312496792
OGRRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
6.00% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
Listed
No
Life Cycle
2 Years
10 May 2024
17 May 2024
17 May 2024
27 May 2024
27 May 2024
20 May 2026
27 May 2026
Barrier
69.00%
Continuous barrier observation (american)
17 May 2024 - 20 May 2026
No
6.50%
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 96.62 CHF 66.67 6.50% CHF 96.62 -35.51%
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CHF 93.37 CHF 64.43 31.88% CHF 93.37 1.28%
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CHF 237.10 CHF 163.60 35.84% CHF 237.10 7.02%
Coupons
Payment Date Amount
27 Aug 2024 1.50%
27 Nov 2024 1.50%
27 Feb 2025 1.50%
27 May 2025 1.50%
27 Aug 2025 1.50%
27 Nov 2025 1.50%
27 Feb 2026 1.50%
27 May 2026 1.50%
Early Redemption
Observation Date Redemption Amount
20 May 2025 100.00%
20 Aug 2025 100.00%
20 Nov 2025 100.00%
20 Feb 2026 100.00%
Nestlé
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Nestlé
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NESN SW
CHF
CHF 96.62
10.3498
CHF 66.6678
6.4968%
CHF 96.62
-35.5119%
SIX Swiss Exchange AG
Novartis
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Novartis
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NOVN SW
CHF
CHF 93.37
10.7101
CHF 64.4253
31.8827%
CHF 93.37
1.2793%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 237.10
4.2176
CHF 163.599
35.8435%
CHF 237.10
7.0196%
SIX Swiss Exchange AG