7.00% p.a. Multi Barrier Reverse Convertible
Nestlé, Roche, Swiss Re, UBS
Valor
132462772
SIX Symbol
NYIRCH
ISIN
CH1324627723
Identifiers
132462772
CH1324627723
NYIRCH
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
7.00% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
Listed
No
Life Cycle
2.25 Years
08 Mar 2024
15 Mar 2024
15 Mar 2024
22 Mar 2024
22 Mar 2024
15 Jun 2026
22 Jun 2026
Barrier
50.00%
Continuous barrier observation (american)
15 Mar 2024 - 15 Jun 2026
No
33.22%
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 95.23 CHF 47.62 33.22% CHF 95.23 -33.56%
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CHF 230.80 CHF 115.40 54.75% CHF 230.80 9.49%
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CHF 113.75 CHF 56.88 61.60% CHF 113.75 23.19%
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CHF 28.18 CHF 14.09 53.38% CHF 28.18 6.75%
Coupons
Payment Date Amount
24 Jun 2024 1.75%
23 Sep 2024 1.75%
23 Dec 2024 1.75%
24 Mar 2025 1.75%
23 Jun 2025 1.75%
22 Sep 2025 1.75%
22 Dec 2025 1.75%
23 Mar 2026 1.75%
22 Jun 2026 1.75%
Early Redemption
Observation Date Redemption Amount
17 Mar 2025 100.00%
16 Jun 2025 100.00%
15 Sep 2025 100.00%
15 Dec 2025 100.00%
16 Mar 2026 100.00%
Nestlé
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Nestlé
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NESN SW
CHF
CHF 95.23
10.5009
CHF 47.615
33.2188%
CHF 95.23
-33.5624%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 230.80
4.3328
CHF 115.40
54.7451%
CHF 230.80
9.4902%
SIX Swiss Exchange AG
Swiss Re
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Swiss Re
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SREN SW
CHF
CHF 113.75
8.7912
CHF 56.875
61.5969%
CHF 113.75
23.1938%
SIX Swiss Exchange AG
UBS
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UBS
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UBSG SW
CHF
CHF 28.18
35.4862
CHF 14.09
53.3752%
CHF 28.18
6.7505%
SIX Swiss Exchange AG