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
3.32%
2.87%
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
38.92%
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 50.70% EUR 22.22 17.83%
AXA
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EUR 33.52 EUR 20.11 38.92% EUR 33.52 -1.79%
Swiss Re
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CHF 109.00 CHF 65.40 49.75% CHF 109.00 16.25%
Zurich Insurance
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CHF 478.40 CHF 287.04 48.61% CHF 478.40 14.36%
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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
50.6953%
EUR 22.22
17.8254%
Milan Stock Exchange
AXA
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AXA
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CS FP
EUR
EUR 33.52
EUR 20.112
38.925%
EUR 33.52
-1.7917%
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
49.7503%
CHF 109.00
16.2505%
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
48.6144%
CHF 478.40
14.3573%
SIX Swiss Exchange AG