7.00% p.a. Multi Barrier Reverse Convertible
Nestlé, Novartis, Roche
Valor
132462407
SIX Symbol
NVARCH
ISIN
CH1324624076
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
132462407
CH1324624076
NVARCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
10.14%
-3.17%
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
CHF 250'000.00
CHF 250'000.00
Listed
No
Life Cycle
2 Years
16 Feb 2024
23 Feb 2024
23 Feb 2024
04 Mar 2024
04 Mar 2024
25 Feb 2026
04 Mar 2026
Barrier
70.00%
Continuous barrier observation (american)
23 Feb 2024 - 25 Feb 2026
No
12.73%
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
Nestlé
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CHF 95.35 CHF 66.75 12.73% CHF 95.35 -24.67%
Novartis
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CHF 91.63 CHF 64.14 31.23% CHF 91.63 1.76%
Roche
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CHF 232.40 CHF 162.68 36.33% CHF 232.40 9.04%
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Coupons
Payment Date Amount
03 Jun 2024 1.75%
02 Sep 2024 1.75%
02 Dec 2024 1.75%
04 Mar 2025 1.75%
03 Jun 2025 1.75%
01 Sep 2025 1.75%
02 Dec 2025 1.75%
04 Mar 2026 1.75%
Early Redemption
Observation Date Redemption Amount
25 Feb 2025 100.00%
26 May 2025 100.00%
25 Aug 2025 100.00%
25 Nov 2025 100.00%
Nestlé
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Nestlé
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NESN SW
CHF
CHF 95.35
10.4877
CHF 66.745
12.7288%
CHF 95.35
-24.6731%
SIX Swiss Exchange AG
Novartis
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Novartis
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NOVN SW
CHF
CHF 91.63
10.9135
CHF 64.141
31.2308%
CHF 91.63
1.7583%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 232.40
4.3029
CHF 162.68
36.3288%
CHF 232.40
9.0411%
SIX Swiss Exchange AG