4.00% p.a. Multi Barrier Reverse Convertible
Nestlé, Novartis, Roche
Valor
133628069
SIX Symbol
OHARCH
ISIN
CH1336280693
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
133628069
CH1336280693
OHARCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
4.67%
-1.40%
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
CHF 250'000.00
CHF 250'000.00
Listed
No
Life Cycle
3 Years
10 May 2024
17 May 2024
17 May 2024
27 May 2024
27 May 2024
20 May 2027
27 May 2027
Barrier
52.00%
Continuous barrier observation (american)
17 May 2024 - 20 May 2027
No
42.61%
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 96.62 CHF 50.24 42.61% CHF 96.62 -10.37%
Novartis
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CHF 93.37 CHF 48.55 50.76% CHF 93.37 5.30%
Roche
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CHF 237.10 CHF 123.29 54.90% CHF 237.10 13.28%
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Coupons
Payment Date Amount
27 Aug 2024 1.00%
27 Nov 2024 1.00%
27 Feb 2025 1.00%
27 May 2025 1.00%
27 Aug 2025 1.00%
27 Nov 2025 1.00%
27 Feb 2026 1.00%
28 May 2026 1.00%
27 Aug 2026 1.00%
27 Nov 2026 1.00%
01 Mar 2027 1.00%
27 May 2027 1.00%
Early Redemption
Observation Date Redemption Amount
20 May 2025 100.00%
20 Aug 2025 100.00%
20 Nov 2025 100.00%
20 Feb 2026 100.00%
20 May 2026 100.00%
20 Aug 2026 100.00%
20 Nov 2026 100.00%
22 Feb 2027 100.00%
Nestlé
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Nestlé
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NESN SW
CHF
CHF 96.62
10.3498
CHF 50.2424
42.6064%
CHF 96.62
-10.3724%
SIX Swiss Exchange AG
Novartis
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Novartis
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NOVN SW
CHF
CHF 93.37
10.7101
CHF 48.5524
50.7582%
CHF 93.37
5.3043%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 237.10
4.2176
CHF 123.292
54.9042%
CHF 237.10
13.2772%
SIX Swiss Exchange AG