7.20% p.a. Multi Barrier Reverse Convertible
Nestlé, Novartis Sandoz Group Basket, Roche, Swiss Life
Valor
115384540
SIX Symbol
JRPRCH
ISIN
CH1153845404
Currency
CHF
Bid (indicative)
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250'000.00
Price on
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Identifiers
115384540
CH1153845404
JRPRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
-21.94%
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
7.20% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
CHF 250'000.00
CHF 0.00
Listed
No
Life Cycle
2.25 Years
21 Jan 2022
28 Jan 2022
28 Jan 2022
07 Feb 2022
07 Feb 2022
30 Apr 2024
07 May 2024
Barrier
62.00%
Continuous barrier observation (american)
28 Jan 2022 - 30 Apr 2024
Yes
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Strike Level Distance to Strike
Nestlé
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CHF 118.06 CHF 73.20 CHF 118.06 -29.79%
Novartis Sandoz Group Basket
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CHF 79.37 CHF 49.21 CHF 79.37 17.87%
Roche
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CHF 355.45 CHF 220.38 CHF 355.45 -60.44%
Swiss Life
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CHF 590.60 CHF 366.17 CHF 590.60 5.29%
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Coupons
Payment Date Amount
06 May 2022 1.80%
08 Aug 2022 1.80%
07 Nov 2022 1.80%
06 Feb 2023 1.80%
08 May 2023 1.80%
08 Aug 2023 1.80%
06 Nov 2023 1.80%
06 Feb 2024 1.80%
07 May 2024 1.80%
Early Redemption
Observation Date Redemption Amount
30 Jan 2023 100.00%
28 Apr 2023 100.00%
31 Jul 2023 100.00%
30 Oct 2023 100.00%
30 Jan 2024 100.00%
Nestlé
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Nestlé
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NESN SW
CHF
CHF 118.06
8.4703
CHF 73.1972
CHF 118.06
-29.7933%
SIX Swiss Exchange AG
Novartis Sandoz Group Basket
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Novartis Sandoz Group Basket
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NOVN SDZ
CHF
CHF 79.37
12.5992
CHF 49.2094
CHF 79.37
17.8653%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 355.45
2.8133
CHF 220.379
CHF 355.45
-60.4378%
SIX Swiss Exchange AG
Yes (05 Apr 2024)
Swiss Life
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Swiss Life
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SLHN SW
CHF
CHF 590.60
1.6932
CHF 366.172
CHF 590.60
5.2919%
SIX Swiss Exchange AG