6.55% p.a. Multi Barrier Reverse Convertible
Nestlé, Novartis, Roche
Valor
139995407
ISIN
CH1399954077
Currency
USD
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
139995407
CH1399954077
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
1.53%
7.30%
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
6.55% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
USD 1'000.00
USD
USD 250'000.00
USD 250'000.00
Unlisted
Yes
Life Cycle
3 Years
09 Dec 2024
16 Dec 2024
16 Dec 2024
09 Dec 2027
16 Dec 2027
Barrier
50.00%
Continuous barrier observation (american)
09 Dec 2024 - 09 Dec 2027
No
51.85%
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 75.28 CHF 37.64 51.85% CHF 75.28 3.69%
Novartis
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CHF 89.42 CHF 44.71 60.73% CHF 89.42 21.45%
Roche
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CHF 256.40 CHF 128.20 59.49% CHF 256.40 18.98%
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Coupons
Payment Date Amount
17 Mar 2025 1.638%
17 Jun 2025 1.638%
16 Sep 2025 1.638%
16 Dec 2025 1.638%
16 Mar 2026 1.638%
16 Jun 2026 1.638%
16 Sep 2026 1.638%
16 Dec 2026 1.638%
16 Mar 2027 1.638%
16 Jun 2027 1.638%
16 Sep 2027 1.638%
16 Dec 2027 1.638%
Early Redemption
Observation Date Redemption Amount
09 Dec 2025 100.00%
09 Mar 2026 100.00%
09 Jun 2026 100.00%
09 Sep 2026 100.00%
09 Dec 2026 100.00%
09 Mar 2027 100.00%
09 Jun 2027 100.00%
09 Sep 2027 100.00%
Nestlé
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Nestlé
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NESN SW
CHF
CHF 75.28
CHF 37.64
51.8455%
CHF 75.28
3.6909%
SIX Swiss Exchange AG
Novartis
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Novartis
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NOVN SW
CHF
CHF 89.42
CHF 44.71
60.7256%
CHF 89.42
21.4512%
SIX Swiss Exchange AG
Roche
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Roche
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ROP SW
CHF
CHF 256.40
CHF 128.20
59.4881%
CHF 256.40
18.9761%
SIX Swiss Exchange AG