Product details Underlyings
6.50% p.a. Multi Barrier Reverse Convertible
Nestlé, Novartis, Roche, UBS
Valor
132462297
ISIN
CH1324622971
Issue Terms
Expired

6.50% p.a. Multi Barrier Reverse Convertible on Nestlé, Novartis, Roche, UBS

Identifiers
Valor 132462297
ISIN CH1324622971
Product Category Yield Enhancement
Product Group Barrier Reverse Convertible
Product Type Callable Multi Barrier Reverse Convertible
SSPA Product Type 1230
Parameters
Issuer Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Guarantor Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Coupon Payment Quarterly
Coupon 6.50% p.a.
Settlement Type Cash Settlement or Delivery of Underlying
Quoting Type Dirty (accrued interest included)
Issue Price 100%
Denomination CHF 1'000.00
Currency CHF
Exchange Unlisted
Quanto No
Life Cycle
Tenor 1.5 Years
Initial Fixing Date 21 Feb 2024
Issue Date 28 Feb 2024
First Trading Day 28 Feb 2024
Maturity 21 Aug 2025
Early Redemption Date 28 Feb 2025
Barrier
Barrier 58.00%
Barrier Type Continuous barrier observation (american)
Barrier Observation Period 21 Feb 2024 - 21 Aug 2025
Barrier Event No
Distance to Barrier 34.02%
Product Specific Features
Strike Level 100.00%
Performance
Name Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
Name Market Price
CHF 87.13
Initial Fixing Level CHF 99.12 Barrier Level CHF 57.49 Distance to Barrier 34.02% Strike Level CHF 99.12 Distance to Strike -13.76%
Name Market Price
CHF 96.67
Initial Fixing Level CHF 90.04 Barrier Level CHF 52.22 Distance to Barrier 45.98% Strike Level CHF 90.04 Distance to Strike 6.86%
Name Market Price
CHF 267.70
Initial Fixing Level CHF 230.85 Barrier Level CHF 133.89 Distance to Barrier 49.98% Strike Level CHF 230.85 Distance to Strike 13.77%
Name Market Price
CHF 26.86
Initial Fixing Level CHF 24.50 Barrier Level CHF 14.21 Distance to Barrier 47.10% Strike Level CHF 24.50 Distance to Strike 8.79%
Coupons
Payment Date Amount
Payment Date28 May 2024 Amount1.625%
Payment Date28 Aug 2024 Amount1.625%
Payment Date28 Nov 2024 Amount1.625%
Payment Date28 Feb 2025 Amount1.625%
Payment Date28 May 2025 Amount1.625%
Payment Date28 Aug 2025 Amount1.625%
Early Redemption
Observation Date Redemption Amount
Observation Date21 Feb 2025 Redemption Amount100.00%
Observation Date21 May 2025 Redemption Amount100.00%