4.00% p.a. Multi Barrier Reverse Convertible
EURO STOXX 50® Index, S&P 500®, Swiss Market Index®
Valor
132462172
SIX Symbol
NSURCH
ISIN
CH1324621726
Identifiers
132462172
CH1324621726
NSURCH
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
4.00% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
Listed
Yes
Life Cycle
3 Years
02 Feb 2024
09 Feb 2024
09 Feb 2024
16 Feb 2024
16 Feb 2024
09 Feb 2027
16 Feb 2027
Barrier
60.00%
Continuous barrier observation (american)
09 Feb 2024 - 09 Feb 2027
No
42.17%
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 4'715.87 EUR 2'829.52 42.67% EUR 4'715.87 4.45%
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USD 5'026.61 USD 3'015.97 42.17% USD 5'026.61 3.61%
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CHF 11'091.58 CHF 6'654.95 42.92% CHF 11'091.58 4.87%
Coupons
Payment Date Amount
17 May 2024 1.00%
16 Aug 2024 1.00%
18 Nov 2024 1.00%
17 Feb 2025 1.00%
16 May 2025 1.00%
18 Aug 2025 1.00%
17 Nov 2025 1.00%
16 Feb 2026 1.00%
19 May 2026 1.00%
17 Aug 2026 1.00%
16 Nov 2026 1.00%
16 Feb 2027 1.00%
Early Redemption
Observation Date Redemption Amount
10 Feb 2025 100.00%
09 May 2025 100.00%
11 Aug 2025 100.00%
10 Nov 2025 100.00%
09 Feb 2026 100.00%
11 May 2026 100.00%
10 Aug 2026 100.00%
09 Nov 2026 100.00%
Euro STOXX 50
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Euro STOXX 50
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SX5E
EUR
EUR 4'715.87
EUR 2'829.522
42.6681%
EUR 4'715.87
4.4469%
STOXX Europe Calendar
S&P 500
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S&P 500
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SPX
USD
USD 5'026.61
USD 3'015.966
42.1689%
USD 5'026.61
3.6148%
NYSE
SMI
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SMI
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SMI
CHF
CHF 11'091.58
0.0902
CHF 6'654.948
42.9229%
CHF 11'091.58
4.8714%
SIX Swiss Exchange AG