7.00% p.a. Multi Barrier Reverse Convertible
Generali, Swiss Life, Swiss Re, Zurich Insurance
Valor
132462170
SIX Symbol
NSSRCH
ISIN
CH1324621700
Expired
Identifiers
132462170
CH1324621700
NSSRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
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
Listed
Yes
Life Cycle
2.25 Years
02 Feb 2024
09 Feb 2024
09 Feb 2024
19 Feb 2024
19 Feb 2024
12 May 2026
19 Feb 2025
Barrier
55.00%
Continuous barrier observation (american)
09 Feb 2024 - 12 May 2026
No
57.06%
Product Specific Features
100.00%
Performance
Name Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
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EUR 20.40 EUR 11.22 63.64% EUR 20.40 33.90%
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CHF 611.40 CHF 336.27 57.06% CHF 611.40 21.94%
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CHF 99.78 CHF 54.88 61.30% CHF 99.78 29.63%
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CHF 429.90 CHF 236.45 57.76% CHF 429.90 23.20%
Coupons
Payment Date Amount
21 May 2024 1.75%
19 Aug 2024 1.75%
19 Nov 2024 1.75%
19 Feb 2025 1.75%
19 May 2025 1.75%
19 Aug 2025 1.75%
19 Nov 2025 1.75%
19 Feb 2026 1.75%
19 May 2026 1.75%
Early Redemption
Observation Date Redemption Amount
12 Feb 2025 100.00%
12 May 2025 100.00%
12 Aug 2025 100.00%
12 Nov 2025 100.00%
12 Feb 2026 100.00%
Generali
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Generali
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G IM
EUR
EUR 20.40
EUR 11.22
63.6423%
EUR 20.40
33.895%
Milan Stock Exchange
Swiss Life
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Swiss Life
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SLHN SW
CHF
CHF 611.40
1.6356
CHF 336.27
57.0646%
CHF 611.40
21.9356%
SIX Swiss Exchange AG
Swiss Re
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Swiss Re
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SREN SW
CHF
CHF 99.78
10.022
CHF 54.879
61.2983%
CHF 99.78
29.6333%
SIX Swiss Exchange AG
Zurich Insurance
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Zurich Insurance
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ZURN SW
CHF
CHF 429.90
2.3261
CHF 236.445
57.7626%
CHF 429.90
23.2047%
SIX Swiss Exchange AG