5.20% p.a. Multi Barrier Reverse Convertible
Nestlé, Novartis, Roche
Valor
132462535
SIX Symbol
NWERCH
ISIN
CH1324625354
Currency
CHF
Bid (indicative)
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250'000.00
Price on
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Identifiers
132462535
CH1324625354
NWERCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
10.86%
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
5.20% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
CHF 250'000.00
CHF 0.00
Listed
No
Life Cycle
3 Years
23 Feb 2024
01 Mar 2024
01 Mar 2024
08 Mar 2024
08 Mar 2024
01 Mar 2027
08 Mar 2027
Barrier
59.00%
Continuous barrier observation (american)
01 Mar 2024 - 01 Mar 2027
No
32.65%
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
Nestlé
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CHF 92.54 CHF 54.60 32.65% CHF 92.54 -14.15%
Novartis
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CHF 90.14 CHF 53.18 55.68% CHF 90.14 24.88%
Roche
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CHF 233.20 CHF 137.59 58.42% CHF 233.20 29.53%
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Coupons
Payment Date Amount
10 Jun 2024 1.30%
09 Sep 2024 1.30%
09 Dec 2024 1.30%
10 Mar 2025 1.30%
10 Jun 2025 1.30%
08 Sep 2025 1.30%
08 Dec 2025 1.30%
09 Mar 2026 1.30%
08 Jun 2026 1.30%
08 Sep 2026 1.30%
08 Dec 2026 1.30%
08 Mar 2027 1.30%
Early Redemption
Observation Date Redemption Amount
03 Mar 2025 100.00%
02 Jun 2025 100.00%
01 Sep 2025 100.00%
01 Dec 2025 100.00%
02 Mar 2026 100.00%
01 Jun 2026 100.00%
01 Sep 2026 100.00%
01 Dec 2026 100.00%
Nestlé
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Nestlé
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NESN SW
CHF
CHF 92.54
10.8061
CHF 54.5986
32.6525%
CHF 92.54
-14.1483%
SIX Swiss Exchange AG
Novartis
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Novartis
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NOVN SW
CHF
CHF 90.14
11.0939
CHF 53.1826
55.6812%
CHF 90.14
24.8833%
SIX Swiss Exchange AG
Roche
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Roche
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ROP SW
CHF
CHF 233.20
4.2882
CHF 137.588
58.4201%
CHF 233.20
29.5255%
SIX Swiss Exchange AG