Worst of Callable Reverse Convertible

Termsheet  
Symbol: LYPRCH
Underlyings: Nestlé / Roche GS / Zurich
ISIN: CH1455385760
Issuer:
Raiffeisen
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Please note that data is only available after start of trading.
Price Time-delayed price
20.02.26
22:15:00
- %
- %
NZD
Volume
0
0
nominal
Trading hours for this product: 9:15 – 17:15

Performance

Closing prev. day 101.06
Diff. absolute / % 0.36 +0.36%

Determined prices

Last Price 99.97 Volume 100,000
Time 11:12:31 Date 22/01/2026

More Product Information

Details Underlying Information & Tools

Core Data

Name Worst of Callable Reverse Convertible
ISIN CH1455385760
Valor 145538576
Symbol LYPRCH
Outperformance Level 91.9871
Quotation in percent Yes
Coupon p.a. 6.63%
Coupon Premium 3.07%
Coupon Yield 3.56%
Type Reverse Convertibles
SVSP Code 1220
COSI Product No
Exercise type American
Currency NZD
First Trading Date 19/06/2025
Date of maturity 19/06/2028
Last trading day 12/06/2028
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded Yes
Pricing Dirty
Issuer Raiffeisen

Key data

Ask Price (basis for calculation) 101.7300
Maximum yield 14.61%
Maximum yield p.a. 6.27%
Sideways yield 9.12%
Sideways yield p.a. 3.92%

market maker quality Date: 18/02/2026

Average Spread 0.80%
Last Best Bid Price 100.70 %
Last Best Ask Price 101.51 %
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 251,928 NZD
Average Sell Value 253,953 NZD
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

Underlyings

Name Nestlé S.A. Zurich Insurance Group AG Roche AG
ISIN CH0038863350 CH0011075394 CH0012032048
Price 80.9100 CHF 567.8000 CHF 367.80 CHF
Date 20/02/26 17:31 20/02/26 17:31 20/02/26 17:31
Cap 59.507 CHF 394.24 CHF 189.70 CHF
Distance to Cap 20.753 174.16 174.7
Distance to Cap in % 25.86% 30.64% 47.94%
Is Cap Level reached No No No

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