5.20% p.a. Multi Barrier Reverse Convertible
Nestlé, Novartis, Roche
Valor
128207647
SIX Symbol
NSORCH
ISIN
CH1282076475
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
128207647
CH1282076475
NSORCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
4.77%
-0.21%
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
5.20% 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
2.5 Years
02 Feb 2024
09 Feb 2024
09 Feb 2024
19 Feb 2024
19 Feb 2024
12 Aug 2026
19 Aug 2026
Barrier
59.00%
Continuous barrier observation (american)
09 Feb 2024 - 12 Aug 2026
No
26.40%
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 95.41 CHF 56.29 26.40% CHF 95.41 -24.75%
Novartis
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CHF 88.31 CHF 52.10 44.14% CHF 88.31 5.32%
Roche
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CHF 224.90 CHF 132.69 48.07% CHF 224.90 11.98%
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Coupons
Payment Date Amount
21 May 2024 1.30%
19 Aug 2024 1.30%
19 Nov 2024 1.30%
19 Feb 2025 1.30%
19 May 2025 1.30%
19 Aug 2025 1.30%
19 Nov 2025 1.30%
19 Feb 2026 1.30%
20 May 2026 1.30%
19 Aug 2026 1.30%
Early Redemption
Observation Date Redemption Amount
12 Feb 2025 100.00%
12 May 2025 100.00%
12 Aug 2025 100.00%
12 Nov 2025 100.00%
12 Feb 2026 100.00%
12 May 2026 100.00%
Nestlé
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Nestlé
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NESN SW
CHF
CHF 95.41
10.4811
CHF 56.2919
26.3966%
CHF 95.41
-24.7516%
SIX Swiss Exchange AG
Novartis
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Novartis
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NOVN SW
CHF
CHF 88.31
11.3237
CHF 52.1029
44.1376%
CHF 88.31
5.3179%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 224.90
4.4464
CHF 132.691
48.0661%
CHF 224.90
11.9765%
SIX Swiss Exchange AG