6.00% p.a. Multi Barrier Reverse Convertible
Nestlé, Novartis, Roche
Valor
135619217
SIX Symbol
OSNRCH
ISIN
CH1356192174
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
135619217
CH1356192174
OSNRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
8.80%
-3.37%
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
6.00% 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
02 Aug 2024
09 Aug 2024
09 Aug 2024
19 Aug 2024
19 Aug 2024
12 Aug 2026
19 Aug 2026
Barrier
69.00%
Continuous barrier observation (american)
09 Aug 2024 - 12 Aug 2026
No
26.78%
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 89.00 CHF 61.41 26.78% CHF 89.00 -6.12%
Novartis
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CHF 96.59 CHF 66.65 32.50% CHF 96.59 2.18%
Roche
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CHF 277.10 CHF 191.20 28.05% CHF 277.10 -4.27%
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Coupons
Payment Date Amount
19 Nov 2024 1.50%
19 Feb 2025 1.50%
19 May 2025 1.50%
19 Aug 2025 1.50%
19 Nov 2025 1.50%
19 Feb 2026 1.50%
20 May 2026 1.50%
19 Aug 2026 1.50%
Early Redemption
Observation Date Redemption Amount
12 Aug 2025 100.00%
12 Nov 2025 100.00%
12 Feb 2026 100.00%
12 May 2026 100.00%
Nestlé
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Nestlé
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NESN SW
CHF
CHF 89.00
11.236
CHF 61.41
26.7795%
CHF 89.00
-6.1166%
SIX Swiss Exchange AG
Novartis
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Novartis
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NOVN SW
CHF
CHF 96.59
10.353
CHF 66.6471
32.5024%
CHF 96.59
2.1774%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 277.10
3.6088
CHF 191.199
28.0531%
CHF 277.10
-4.2709%
SIX Swiss Exchange AG