8.25% p.a. Multi Barrier Reverse Convertible
ABB, Roche, Sika, Swiss Life
Valor
128207247
SIX Symbol
NKLRCH
ISIN
CH1282072474
Expired
Identifiers
128207247
CH1282072474
NKLRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
8.25% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
Listed
No
Life Cycle
2 Years
01 Dec 2023
08 Dec 2023
08 Dec 2023
15 Dec 2023
15 Dec 2023
08 Dec 2025
17 Mar 2025
Barrier
55.00%
Continuous barrier observation (american)
08 Dec 2023 - 08 Dec 2025
No
34.75%
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 35.97 CHF 19.78 56.10% CHF 35.97 20.19%
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CHF 253.30 CHF 139.32 45.92% CHF 253.30 1.67%
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CHF 245.70 CHF 135.14 34.75% CHF 245.70 -18.64%
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CHF 571.80 CHF 314.49 62.60% CHF 571.80 31.99%
Coupons
Payment Date Amount
15 Mar 2024 2.063%
17 Jun 2024 2.063%
16 Sep 2024 2.063%
16 Dec 2024 2.063%
17 Mar 2025 2.063%
17 Jun 2025 2.063%
15 Sep 2025 2.063%
15 Dec 2025 2.063%
Early Redemption
Observation Date Redemption Amount
09 Dec 2024 100.00%
10 Mar 2025 100.00%
10 Jun 2025 100.00%
08 Sep 2025 100.00%
ABB
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ABB
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ABBN SW
CHF
CHF 35.97
27.8009
CHF 19.7835
56.1049%
CHF 35.97
20.1908%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 253.30
3.9479
CHF 139.315
45.9181%
CHF 253.30
1.6693%
SIX Swiss Exchange AG
Sika
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Sika
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SIKA SW
CHF
CHF 245.70
4.07
CHF 135.135
34.7489%
CHF 245.70
-18.6383%
SIX Swiss Exchange AG
Swiss Life
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Swiss Life
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SLHN SW
CHF
CHF 571.80
1.7489
CHF 314.49
62.5963%
CHF 571.80
31.9933%
SIX Swiss Exchange AG