7.00% p.a. Multi Barrier Reverse Convertible
Generali, AXA, Swiss Re, Zurich Insurance
Valor
128207829
SIX Symbol
NWTRCH
ISIN
CH1282078299
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
128207829
CH1282078299
NWTRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
5.37%
0.74%
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
7.00% 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
Yes
Life Cycle
2 Years
01 Mar 2024
08 Mar 2024
08 Mar 2024
18 Mar 2024
18 Mar 2024
11 Mar 2026
18 Mar 2026
Barrier
60.00%
Continuous barrier observation (american)
08 Mar 2024 - 11 Mar 2026
No
39.16%
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
Generali
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EUR 22.22 EUR 13.33 46.47% EUR 22.22 10.78%
AXA
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EUR 33.52 EUR 20.11 40.31% EUR 33.52 0.52%
Swiss Re
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CHF 109.00 CHF 65.40 40.60% CHF 109.00 1.00%
Zurich Insurance
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CHF 478.40 CHF 287.04 39.16% CHF 478.40 -1.40%
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Coupons
Payment Date Amount
18 Jun 2024 1.75%
18 Sep 2024 1.75%
18 Dec 2024 1.75%
18 Mar 2025 1.75%
18 Jun 2025 1.75%
18 Sep 2025 1.75%
18 Dec 2025 1.75%
18 Mar 2026 1.75%
Early Redemption
Observation Date Redemption Amount
11 Mar 2025 100.00%
11 Jun 2025 100.00%
11 Sep 2025 100.00%
11 Dec 2025 100.00%
Generali
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Generali
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G IM
EUR
EUR 22.22
EUR 13.332
46.4686%
EUR 22.22
10.781%
Milan Stock Exchange
AXA
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AXA
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CS FP
EUR
EUR 33.52
EUR 20.112
40.3116%
EUR 33.52
0.5194%
Euronext Paris
Swiss Re
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Swiss Re
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SREN SW
CHF
CHF 109.00
9.1743
CHF 65.40
40.5995%
CHF 109.00
0.9991%
SIX Swiss Exchange AG
Zurich Insurance
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Zurich Insurance
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ZURN SW
CHF
CHF 478.40
2.0903
CHF 287.04
39.1607%
CHF 478.40
-1.3989%
SIX Swiss Exchange AG