7.00% p.a. Multi Barrier Reverse Convertible
Baloise, Helvetia Versicherungen, Swiss Re
Valor
128207994
SIX Symbol
NZURCH
ISIN
CH1282079941
Currency
CHF
Bid (indicative)
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250'000.00
Ask (indicative)
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210'000.00
Price on
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Identifiers
128207994
CH1282079941
NZURCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
5.46%
0.65%
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 210'000.00
Listed
No
Life Cycle
1.5 Years
19 Mar 2024
28 Mar 2024
28 Mar 2024
08 Apr 2024
08 Apr 2024
01 Oct 2025
08 Oct 2025
Barrier
65.00%
Continuous barrier observation (american)
28 Mar 2024 - 01 Oct 2025
No
31.55%
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
Baloise
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CHF 141.30 CHF 91.85 38.54% CHF 141.30 5.45%
Helvetia Versicherungen
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CHF 124.30 CHF 80.80 37.32% CHF 124.30 3.57%
Swiss Re
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CHF 115.95 CHF 75.37 31.55% CHF 115.95 -5.31%
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Coupons
Payment Date Amount
09 Jul 2024 1.75%
09 Oct 2024 1.75%
10 Jan 2025 1.75%
09 Apr 2025 1.75%
09 Jul 2025 1.75%
08 Oct 2025 1.75%
Early Redemption
Observation Date Redemption Amount
02 Apr 2025 100.00%
02 Jul 2025 100.00%
Baloise
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Baloise
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BALN SW
CHF
CHF 141.30
7.0771
CHF 91.845
38.5447%
CHF 141.30
5.4533%
SIX Swiss Exchange AG
Helvetia Versicherungen
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Helvetia Versicherungen
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HELN SW
CHF
CHF 124.30
8.0451
CHF 80.795
37.3196%
CHF 124.30
3.5687%
SIX Swiss Exchange AG
Swiss Re
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Swiss Re
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SREN SW
CHF
CHF 115.95
8.6244
CHF 75.3675
31.5463%
CHF 115.95
-5.3134%
SIX Swiss Exchange AG