6.30% p.a. Multi Barrier Reverse Convertible
Nestlé, Novartis, Roche
Valor
138612081
SIX Symbol
PDNRCH
ISIN
CH1386120815
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
138612081
CH1386120815
PDNRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
6.05%
-0.30%
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
6.30% 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
18 Oct 2024
25 Oct 2024
25 Oct 2024
04 Nov 2024
04 Nov 2024
26 Oct 2026
04 Nov 2026
Barrier
69.00%
Continuous barrier observation (american)
25 Oct 2024 - 26 Oct 2026
No
22.63%
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 84.54 CHF 58.33 22.63% CHF 84.54 -12.14%
Novartis
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CHF 98.66 CHF 68.08 32.60% CHF 98.66 2.32%
Roche
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CHF 281.20 CHF 194.03 25.80% CHF 281.20 -7.53%
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Coupons
Payment Date Amount
03 Feb 2025 1.575%
06 May 2025 1.575%
05 Aug 2025 1.575%
03 Nov 2025 1.575%
02 Feb 2026 1.575%
05 May 2026 1.575%
03 Aug 2026 1.575%
04 Nov 2026 1.575%
Early Redemption
Observation Date Redemption Amount
27 Oct 2025 100.00%
26 Jan 2026 100.00%
27 Apr 2026 100.00%
27 Jul 2026 100.00%
Nestlé
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Nestlé
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NESN SW
CHF
CHF 84.54
11.8287
CHF 58.3326
22.6255%
CHF 84.54
-12.1369%
SIX Swiss Exchange AG
Novartis
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Novartis
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NOVN SW
CHF
CHF 98.66
10.1358
CHF 68.0754
32.5986%
CHF 98.66
2.3168%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 281.20
3.5562
CHF 194.028
25.8019%
CHF 281.20
-7.5335%
SIX Swiss Exchange AG