Worst of Reverse Convertible

Termsheet  
Symbol: NPCRCH
Underlyings: Cembra Money Bank / Partners Group Hldg. AG / Swiss Life Hldg. N
ISIN: CH1282074561
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 CH1282074561
Valor 128207456
Symbol NPCRCH
Quotation in percent Yes
Coupon p.a. 8.50%
Coupon Premium 7.23%
Coupon Yield 1.27%
Type Multi Barrier Reverse Convertibles
SVSP Code 1230
Barrier reached No
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 29/01/2024
Date of maturity 29/07/2025
Last trading day 22/07/2025
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Raiffeisen

Key data

Ask Price (basis for calculation) 100.4900
Maximum yield 12.19%
Maximum yield p.a. 9.69%
Sideways yield 12.19%
Sideways yield p.a. 9.69%

market maker quality Date: 25/04/2024

Average Spread 0.80%
Last Best Bid Price 99.39 %
Last Best Ask Price 100.19 %
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 249,150 CHF
Average Sell Value 251,150 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

Underlyings

Name Swiss Life Hldg. N Partners Group Hldg. AG Cembra Money Bank
ISIN CH0014852781 CH0024608827 CH0225173167
Price 617.8000 CHF 1,195.00 CHF 70.5500 CHF
Date 26/04/24 17:31 26/04/24 17:31 26/04/24 17:31
Cap 584.0000 CHF 1,115.00 CHF 67.80 CHF
Distance to Cap 36.2 85 2.55
Distance to Cap in % 5.84% 7.08% 3.62%
Is Cap Level reached No No No
Barrier 344.56 CHF 657.85 CHF 40.002 CHF
Distance to Barrier 275.64 542.15 30.348
Distance to Barrier in % 44.44% 45.18% 43.14%
Is Barrier reached No No No

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