7.20% p.a. Multi Barrier Reverse Convertible
Barry Callebaut, Givaudan, Nestlé
Valor
128207828
SIX Symbol
NWSRCH
ISIN
CH1282078281
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
128207828
CH1282078281
NWSRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
4.97%
1.31%
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
7.20% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 5'000.00
CHF
CHF 250'000.00
CHF 250'000.00
Listed
No
Life Cycle
1.5 Years
01 Mar 2024
08 Mar 2024
08 Mar 2024
15 Mar 2024
15 Mar 2024
08 Sep 2025
15 Sep 2025
Barrier
69.00%
Continuous barrier observation (american)
08 Mar 2024 - 08 Sep 2025
No
33.01%
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
Barry Callebaut
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CHF 1'263.00 CHF 871.47 44.86% CHF 1'263.00 20.09%
Givaudan
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CHF 3'903.00 CHF 2'693.07 34.71% CHF 3'903.00 5.38%
Nestlé
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CHF 93.81 CHF 64.73 33.01% CHF 93.81 2.91%
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Coupons
Payment Date Amount
17 Jun 2024 1.80%
16 Sep 2024 1.80%
16 Dec 2024 1.80%
17 Mar 2025 1.80%
17 Jun 2025 1.80%
15 Sep 2025 1.80%
Early Redemption
Observation Date Redemption Amount
10 Mar 2025 100.00%
10 Jun 2025 100.00%
Barry Callebaut
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Barry Callebaut
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BARN SW
CHF
CHF 1'263.00
3.9588
CHF 871.47
44.8611%
CHF 1'263.00
20.0886%
SIX Swiss Exchange AG
Givaudan
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Givaudan
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GIVN SW
CHF
CHF 3'903.00
1.2811
CHF 2'693.07
34.7135%
CHF 3'903.00
5.3818%
SIX Swiss Exchange AG
Nestlé
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Nestlé
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NESN SW
CHF
CHF 93.81
53.2992
CHF 64.7289
33.0067%
CHF 93.81
2.9083%
SIX Swiss Exchange AG