6.70% p.a. Multi Barrier Reverse Convertible
ABB, Nestlé, Roche, UBS
Valor
128207644
SIX Symbol
NSLRCH
ISIN
CH1282076442
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
128207644
CH1282076442
NSLRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
1.30%
4.60%
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
6.70% 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
2 Years
02 Feb 2024
09 Feb 2024
09 Feb 2024
16 Feb 2024
16 Feb 2024
09 Feb 2026
16 Feb 2026
Barrier
50.00%
Continuous barrier observation (american)
09 Feb 2024 - 09 Feb 2026
No
37.62%
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
ABB
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CHF 38.14 CHF 19.07 62.03% CHF 38.14 24.05%
Nestlé
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CHF 95.41 CHF 47.71 37.62% CHF 95.41 -24.75%
Roche
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CHF 224.90 CHF 112.45 55.99% CHF 224.90 11.98%
UBS
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CHF 24.28 CHF 12.14 57.37% CHF 24.28 14.75%
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Coupons
Payment Date Amount
17 May 2024 1.675%
16 Aug 2024 1.675%
18 Nov 2024 1.675%
17 Feb 2025 1.675%
16 May 2025 1.675%
18 Aug 2025 1.675%
17 Nov 2025 1.675%
16 Feb 2026 1.675%
Early Redemption
Observation Date Redemption Amount
10 Feb 2025 100.00%
09 May 2025 100.00%
11 Aug 2025 100.00%
10 Nov 2025 100.00%
ABB
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ABB
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ABBN SW
CHF
CHF 38.14
26.2192
CHF 19.07
62.0271%
CHF 38.14
24.0542%
SIX Swiss Exchange AG
Nestlé
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Nestlé
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NESN SW
CHF
CHF 95.41
10.4811
CHF 47.705
37.6242%
CHF 95.41
-24.7516%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 224.90
4.4464
CHF 112.45
55.9883%
CHF 224.90
11.9765%
SIX Swiss Exchange AG
UBS
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UBS
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UBSG SW
CHF
CHF 24.28
41.1862
CHF 12.14
57.3736%
CHF 24.28
14.7472%
SIX Swiss Exchange AG