4.00% p.a. Multi Barrier Reverse Convertible
Nestlé, Novartis, Roche
Valor
137330371
SIX Symbol
OUZRCH
ISIN
CH1373303713
Identifiers
137330371
CH1373303713
OUZRCH
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
4.00% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
Listed
No
Life Cycle
3 Years
23 Aug 2024
30 Aug 2024
30 Aug 2024
06 Sep 2024
06 Sep 2024
30 Aug 2027
06 Sep 2027
Barrier
55.00%
Continuous barrier observation (american)
30 Aug 2024 - 30 Aug 2027
No
36.85%
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 91.02 CHF 50.06 36.85% CHF 91.02 -14.82%
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CHF 102.12 CHF 56.17 42.76% CHF 102.12 -4.08%
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CHF 287.20 CHF 157.96 39.25% CHF 287.20 -10.46%
Coupons
Payment Date Amount
06 Dec 2024 1.00%
07 Mar 2025 1.00%
06 Jun 2025 1.00%
05 Sep 2025 1.00%
05 Dec 2025 1.00%
06 Mar 2026 1.00%
05 Jun 2026 1.00%
07 Sep 2026 1.00%
07 Dec 2026 1.00%
05 Mar 2027 1.00%
07 Jun 2027 1.00%
06 Sep 2027 1.00%
Early Redemption
Observation Date Redemption Amount
29 Aug 2025 100.00%
28 Nov 2025 100.00%
27 Feb 2026 100.00%
29 May 2026 100.00%
31 Aug 2026 100.00%
30 Nov 2026 100.00%
26 Feb 2027 100.00%
31 May 2027 100.00%
Nestlé
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Nestlé
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NESN SW
CHF
CHF 91.02
10.9866
CHF 50.061
36.8475%
CHF 91.02
-14.8228%
SIX Swiss Exchange AG
Novartis
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Novartis
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NOVN SW
CHF
CHF 102.12
9.7924
CHF 56.166
42.7578%
CHF 102.12
-4.0766%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 287.20
3.4819
CHF 157.96
39.2462%
CHF 287.20
-10.4615%
SIX Swiss Exchange AG