Worst of Reverse Convertible

Termsheet  
Symbol: NEJRCH
Underlyings: Alcon / Sandoz Group AG / Sonova Hldg. AG
ISIN: CH1282070395
Issuer:
Raiffeisen

Chart

Intraday 1 Week 1 Mth 3 Mths 6 Mths 1 Year
    
Bid 101.09
    
Ask 101.90
Created with Highcharts 8.0.014:0015:0016:0017:00100.75101101.25101.5101.75102102.25

More Product Information

Details Underlying Information & Tools

Core Data

Name Worst of Reverse Convertible
ISIN CH1282070395
Valor 128207039
Symbol NEJRCH
Outperformance Level 230.8910
Quotation in percent Yes
Coupon p.a. 6.50%
Coupon Premium 4.96%
Coupon Yield 1.54%
Type Reverse Convertibles
SVSP Code 1220
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 06/11/2023
Date of maturity 06/05/2025
Last trading day 29/04/2025
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Raiffeisen

Key data

Ask Price (basis for calculation) 101.8400
Maximum yield -0.22%
Maximum yield p.a. -2.51%
Sideways yield -0.22%
Sideways yield p.a. -2.51%

market maker quality Date: 03/04/2025

Average Spread 0.80%
Last Best Bid Price 101.16 %
Last Best Ask Price 101.97 %
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 252,900 CHF
Average Sell Value 254,925 CHF
Spreads Availability Ratio 97.27%
Quote Availability 97.27%

Underlyings

Name Sonova Hldg. AG Alcon Sandoz Group AG
ISIN CH0012549785 CH0432492467 CH1243598427
Price 236.6000 CHF 72.8200 CHF 33.00 CHF
Date 04/04/25 17:30 04/04/25 17:30 04/04/25 17:30
Cap 167.60 CHF 50.512 CHF 19.52 CHF
Distance to Cap 63.8 21.528 13.13
Distance to Cap in % 27.57% 29.88% 40.21%
Is Cap Level reached No No No

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