Multi Callable Barrier Reverse Convertible

    Zurich Insurance Group Ltd, Roche Holding AG, Novartis/Sandoz Basket, Nestlé SA, ABB/Accelleron Basket

    Coupon p.a.: 5.00% | Issuer callable | Devise: CHF | Maturité: 03.09.2024

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    Product Overview

    Underlyings
    Key figures
    Bonus amount per interval
    1.25% (12.50 CHF)
    Call interval (in months)
    3
    Distance to Barrier
    9.65%
    Strike
    34.42 CHF
    Barrier
    18.93 CHF (55.00%)
    Ratio
    29.05288
    Strike
    115.22 CHF
    Barrier
    63.37 CHF (55.00%)
    Ratio
    8.67905
    Strike
    83.37 CHF
    Barrier
    45.85 CHF (55.00%)
    Ratio
    11.99472
    Strike
    364.75 CHF
    Barrier
    200.61 CHF (55.00%)
    Ratio
    2.7416
    Strike
    399.30 CHF
    Barrier
    219.60 CHF (55.00%)
    Ratio
    2.50438

    Life Cycle

    Initial FixingFirst trading dayLast trading dateFinal fixingRedemption

    Product Information

    Key Information Document
    Termsheet
    Base Prospectus

    About this product

    Like the classic version, Multi Callable Barrier Reverse Convertibles (BRCs) are characterized by a pre-determined coupon and a safety buffer up to the barriers. The callable attribute improves the yield because coupons are generally higher than for regular Multi BRCs, but investors bear the reinvestment risk if the products are redeemed ("called") early.