Worst of Reverse Convertible

Termsheet  
Symbol: NEIRCH
Underlyings: Companie Financière Richemont SA / Lonza Group N
ISIN: CH1282070387
Issuer:
Raiffeisen
Trade

Chart

Intraday 1 Week 1 Mth 3 Mths 6 Mths 1 Year
    
    

More Product Information

Details Underlying Information & Tools

Core Data

Name Worst of Reverse Convertible
ISIN CH1282070387
Valor 128207038
Symbol NEIRCH
Outperformance Level 130.4110
Quotation in percent Yes
Coupon p.a. 7.00%
Coupon Premium 5.35%
Coupon Yield 1.65%
Type Reverse Convertibles
SVSP Code 1220
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 06/11/2023
Date of maturity 06/11/2024
Last trading day 30/10/2024
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Raiffeisen

Key data

Ask Price (basis for calculation) 104.0900
Maximum yield 1.13%
Maximum yield p.a. 2.18%
Sideways yield 1.13%
Sideways yield p.a. 2.18%

market maker quality Date: 29/04/2024

Average Spread 0.80%
Last Best Bid Price 103.29 %
Last Best Ask Price 104.12 %
Last Best Bid Volume 250,000
Last Best Ask Volume 250,000
Average Buy Volume 250,000
Average Sell Volume 250,000
Average Buy Value 258,293 CHF
Average Sell Value 260,368 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

Underlyings

Name Compagnie Financière Richemont SA Lonza Group N
ISIN CH0210483332 CH0013841017
Price 127.95 CHF 512.8000 CHF
Date 30/04/24 17:19 30/04/24 17:19
Cap 81.432 CHF 245.388 CHF
Distance to Cap 47.518 266.612
Distance to Cap in % 36.85% 52.07%
Is Cap Level reached No No

Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.