6.40% p.a. Multi Barrier Reverse Convertible
Nestlé, Novartis, Roche
Valor
132462533
SIX Symbol
NWCRCH
ISIN
CH1324625339
Identifiers
132462533
CH1324625339
NWCRCH
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
6.40% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
EUR 1'000.00
EUR
Listed
Yes
Life Cycle
2 Years
23 Feb 2024
01 Mar 2024
01 Mar 2024
11 Mar 2024
11 Mar 2024
04 Mar 2026
11 Mar 2026
Barrier
59.00%
Continuous barrier observation (american)
01 Mar 2024 - 04 Mar 2026
No
29.87%
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 92.54 CHF 54.60 29.87% CHF 92.54 -18.87%
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CHF 90.14 CHF 53.18 42.37% CHF 90.14 2.33%
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CHF 233.20 CHF 137.59 46.77% CHF 233.20 9.79%
Coupons
Payment Date Amount
11 Jun 2024 1.60%
11 Sep 2024 1.60%
11 Dec 2024 1.60%
11 Mar 2025 1.60%
11 Jun 2025 1.60%
11 Sep 2025 1.60%
11 Dec 2025 1.60%
11 Mar 2026 1.60%
Early Redemption
Observation Date Redemption Amount
04 Mar 2025 100.00%
04 Jun 2025 100.00%
04 Sep 2025 100.00%
04 Dec 2025 100.00%
Nestlé
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Nestlé
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NESN SW
CHF
CHF 92.54
CHF 54.5986
29.8669%
CHF 92.54
-18.8696%
SIX Swiss Exchange AG
Novartis
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Novartis
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NOVN SW
CHF
CHF 90.14
CHF 53.1826
42.3745%
CHF 90.14
2.3296%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 233.20
CHF 137.588
46.7745%
CHF 233.20
9.7872%
SIX Swiss Exchange AG