Worst of Reverse Convertible

Symbol: NSDRCH
ISIN: CH1282076368
Issuer:
Raiffeisen

Chart

    
Bid 98.10
    
Ask 98.90
Created with Highcharts 8.0.009:3010:0010:3011:0011:3012:0012:3013:0013:3014:0014:3015:0015:3016:0016:309797.59898.59999.5100

SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
22.01.25
16:53:00
98.10 %
98.90 %
CHF
Volume
250,000
250,000
nominal

Performance

Closing prev. day 96.52
Diff. absolute / % 1.59 +1.65%

Determined prices

Last Price 95.58 Volume 6,000
Time 10:59:40 Date 20/01/2025

More Product Information

Core Data

Name Worst of Reverse Convertible
ISIN CH1282076368
Valor 128207636
Symbol NSDRCH
Quotation in percent Yes
Coupon p.a. 13.00%
Coupon Premium 11.57%
Coupon Yield 1.43%
Type Multi Barrier Reverse Convertibles
SVSP Code 1230
Barrier reached No
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 20/02/2024
Date of maturity 20/02/2025
Last trading day 13/02/2025
Settlement Type Path-dependent
IRS 871m Potentially in scope for combined transactions
Currency safeguarded Yes
Pricing Dirty
Issuer Raiffeisen

Key data

Ask Price (basis for calculation) 98.8700
Maximum yield 4.47%
Maximum yield p.a. 56.21%
Sideways yield 4.47%
Sideways yield p.a. 56.21%

market maker quality Date: 21/01/2025

Average Spread 0.83%
Last Best Bid Price 96.52 %
Last Best Ask Price 97.32 %
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 239,773 CHF
Average Sell Value 241,773 CHF
Spreads Availability Ratio 99.99%
Quote Availability 99.99%

Underlyings

Name Advanced Micro Devices Inc. Nvidia Corp.
ISIN US0079031078 US67066G1040
Price 119.75 EUR 140.15 EUR
Date 22/01/25 17:09 22/01/25 17:09
Cap 172.48 USD 72.133 USD
Distance to Cap -50.22 68.697
Distance to Cap in % -41.08% 48.78%
Is Cap Level reached No No
Barrier 101.763 USD 42.5585 USD
Distance to Barrier 20.4968 98.2715
Distance to Barrier in % 16.76% 69.78%
Is Barrier reached No No

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