4.00% p.a. Multi Barrier Reverse Convertible
Nestlé, Novartis, Roche
Valor
137330502
SIX Symbol
OVXRCH
ISIN
CH1373305023
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
137330502
CH1373305023
OVXRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
6.37%
-2.85%
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
CHF 250'000.00
CHF 250'000.00
Listed
No
Life Cycle
3 Years
30 Aug 2024
06 Sep 2024
06 Sep 2024
13 Sep 2024
13 Sep 2024
06 Sep 2027
13 Sep 2027
Barrier
55.00%
Continuous barrier observation (american)
06 Sep 2024 - 06 Sep 2027
No
41.55%
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 87.54 CHF 48.15 41.78% CHF 87.54 -5.85%
Novartis
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CHF 98.60 CHF 54.23 42.85% CHF 98.60 -3.91%
Roche
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CHF 274.20 CHF 150.81 41.55% CHF 274.20 -6.28%
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Coupons
Payment Date Amount
13 Dec 2024 1.00%
13 Mar 2025 1.00%
16 Jun 2025 1.00%
15 Sep 2025 1.00%
15 Dec 2025 1.00%
13 Mar 2026 1.00%
15 Jun 2026 1.00%
14 Sep 2026 1.00%
14 Dec 2026 1.00%
15 Mar 2027 1.00%
14 Jun 2027 1.00%
13 Sep 2027 1.00%
Early Redemption
Observation Date Redemption Amount
08 Sep 2025 100.00%
08 Dec 2025 100.00%
06 Mar 2026 100.00%
08 Jun 2026 100.00%
07 Sep 2026 100.00%
07 Dec 2026 100.00%
08 Mar 2027 100.00%
07 Jun 2027 100.00%
Nestlé
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Nestlé
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NESN SW
CHF
CHF 87.54
11.4233
CHF 48.147
41.7811%
CHF 87.54
-5.8525%
SIX Swiss Exchange AG
Novartis
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Novartis
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NOVN SW
CHF
CHF 98.60
10.142
CHF 54.23
42.8496%
CHF 98.60
-3.9098%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 274.20
3.647
CHF 150.81
41.5465%
CHF 274.20
-6.2791%
SIX Swiss Exchange AG