4.60% p.a. Multi Barrier Reverse Convertible
Nestlé, Novartis, Roche
Valor
135618993
SIX Symbol
ORBRCH
ISIN
CH1356189931
Currency
CHF
Bid (indicative)
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250'000.00
Ask (indicative)
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250'000.00
Price on
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Identifiers
135618993
CH1356189931
ORBRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
9.56%
-3.88%
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
4.60% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
CHF 250'000.00
CHF 250'000.00
Listed
No
Life Cycle
3 Years
19 Jul 2024
26 Jul 2024
26 Jul 2024
02 Aug 2024
02 Aug 2024
26 Jul 2027
02 Aug 2027
Barrier
59.00%
Continuous barrier observation (american)
26 Jul 2024 - 26 Jul 2027
No
27.11%
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 87.92 CHF 51.87 27.11% CHF 87.92 -23.54%
Novartis
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CHF 97.45 CHF 57.50 38.64% CHF 97.45 -4.00%
Roche
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CHF 286.00 CHF 168.74 32.95% CHF 286.00 -13.65%
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Coupons
Payment Date Amount
04 Nov 2024 1.15%
03 Feb 2025 1.15%
06 May 2025 1.15%
05 Aug 2025 1.15%
03 Nov 2025 1.15%
02 Feb 2026 1.15%
05 May 2026 1.15%
03 Aug 2026 1.15%
02 Nov 2026 1.15%
02 Feb 2027 1.15%
03 May 2027 1.15%
02 Aug 2027 1.15%
Early Redemption
Observation Date Redemption Amount
28 Jul 2025 100.00%
27 Oct 2025 100.00%
26 Jan 2026 100.00%
27 Apr 2026 100.00%
27 Jul 2026 100.00%
26 Oct 2026 100.00%
26 Jan 2027 100.00%
26 Apr 2027 100.00%
Nestlé
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Nestlé
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NESN SW
CHF
CHF 87.92
11.374
CHF 51.8728
27.1142%
CHF 87.92
-23.5352%
SIX Swiss Exchange AG
Novartis
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Novartis
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NOVN SW
CHF
CHF 97.45
10.2617
CHF 57.4955
38.6387%
CHF 97.45
-4.0021%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 286.00
3.4965
CHF 168.74
32.9466%
CHF 286.00
-13.6499%
SIX Swiss Exchange AG