5.00% p.a. Multi Barrier Reverse Convertible
Nestlé, Roche
Valor
133628085
SIX Symbol
OHYRCH
ISIN
CH1336280859
Identifiers
133628085
CH1336280859
OHYRCH
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
5.00% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
Listed
No
Life Cycle
1.5 Years
17 May 2024
24 May 2024
24 May 2024
03 Jun 2024
03 Jun 2024
26 Nov 2025
03 Dec 2025
Barrier
70.00%
Continuous barrier observation (american)
24 May 2024 - 26 Nov 2025
No
9.27%
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 92.42 CHF 64.69 9.27% CHF 92.42 -29.62%
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CHF 230.40 CHF 161.28 36.75% CHF 230.40 9.65%
Coupons
Payment Date Amount
02 Sep 2024 1.25%
03 Dec 2024 1.25%
05 Mar 2025 1.25%
03 Jun 2025 1.25%
02 Sep 2025 1.25%
03 Dec 2025 1.25%
Early Redemption
Observation Date Redemption Amount
26 May 2025 100.00%
26 Aug 2025 100.00%
Nestlé
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Nestlé
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NESN SW
CHF
CHF 92.42
10.8202
CHF 64.694
9.2651%
CHF 92.42
-29.6213%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 230.40
4.3403
CHF 161.28
36.7529%
CHF 230.40
9.6471%
SIX Swiss Exchange AG