7.00% p.a. Multi Barrier Reverse Convertible
Nestlé, Novartis, Roche
Valor
132462407
SIX Symbol
NVARCH
ISIN
CH1324624076
Identifiers
132462407
CH1324624076
NVARCH
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
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
24.14%
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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CHF 95.35 CHF 66.75 24.14% CHF 95.35 -8.38%
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CHF 91.63 CHF 64.14 29.23% CHF 91.63 -1.10%
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CHF 232.40 CHF 162.68 36.35% CHF 232.40 9.08%
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
24.1362%
CHF 95.35
-8.3769%
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
29.2276%
CHF 91.63
-1.1034%
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
36.3537%
CHF 232.40
9.0767%
SIX Swiss Exchange AG