Product details Underlyings
8.20% p.a. Multi Barrier Reverse Convertible
Alcon, Lonza, Sandoz
Valor
128207824
SIX Symbol
NWORCH
ISIN
CH1282078240
Issue Terms
Expired

8.20% p.a. Multi Barrier Reverse Convertible on Alcon, Lonza, Sandoz

Identifiers
Valor 128207824
ISIN CH1282078240
SIX Symbol NWORCH
Product Category Yield Enhancement
Product Group Barrier Reverse Convertible
Product Type Callable Multi Barrier Reverse Convertible
SSPA Product Type 1230
Parameters
Issuer Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Coupon Payment Quarterly
Coupon 8.20% p.a.
Settlement Type Cash Settlement or Delivery of Underlying
Quoting Type Dirty (accrued interest included)
Issue Price 100%
Denomination CHF 1'000.00
Currency CHF
Exchange Listed
Quanto No
Life Cycle
Tenor 1.5 Years
Start Subscription Period 01 Mar 2024
End Subscription Period 08 Mar 2024
Initial Fixing Date 08 Mar 2024
Issue Date 15 Mar 2024
First Trading Day 15 Mar 2024
Maturity 08 Sep 2025
Early Redemption Date 17 Mar 2025
Barrier
Barrier 59.00%
Barrier Type Continuous barrier observation (american)
Barrier Observation Period 08 Mar 2024 - 08 Sep 2025
Barrier Event No
Distance to Barrier 43.23%
Product Specific Features
Strike Level 100.00%
Performance
Name Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
Name Market Price
CHF 79.82
Initial Fixing Level CHF 76.80 Barrier Level CHF 45.31 Distance to Barrier 43.23% Strike Level CHF 76.80 Distance to Strike 3.78%
Name Market Price
CHF 584.80
Initial Fixing Level CHF 464.60 Barrier Level CHF 274.11 Distance to Barrier 53.13% Strike Level CHF 464.60 Distance to Strike 20.55%
Name Market Price
CHF 38.03
Initial Fixing Level CHF 27.81 Barrier Level CHF 16.41 Distance to Barrier 56.86% Strike Level CHF 27.81 Distance to Strike 26.87%
Coupons
Payment Date Amount
Payment Date17 Jun 2024 Amount2.05%
Payment Date16 Sep 2024 Amount2.05%
Payment Date16 Dec 2024 Amount2.05%
Payment Date17 Mar 2025 Amount2.05%
Payment Date17 Jun 2025 Amount2.05%
Payment Date15 Sep 2025 Amount2.05%
Early Redemption
Observation Date Redemption Amount
Observation Date10 Mar 2025 Redemption Amount100.00%
Observation Date10 Jun 2025 Redemption Amount100.00%