8.20% p.a. Multi Barrier Reverse Convertible
ABB, Swatch, Swiss Re
Valor
128208032
SIX Symbol
OBMRCH
ISIN
CH1282080329
Identifiers
128208032
CH1282080329
OBMRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
8.20% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
Listed
No
Life Cycle
1.75 Years
05 Apr 2024
12 Apr 2024
12 Apr 2024
22 Apr 2024
22 Apr 2024
15 Jan 2026
22 Jan 2026
Barrier
58.00%
Continuous barrier observation (american)
12 Apr 2024 - 15 Jan 2026
No
14.07%
Product Specific Features
100.00%
Performance
Name Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
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CHF 41.87 CHF 24.28 49.58% CHF 41.87 13.06%
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CHF 200.00 CHF 116.00 14.07% CHF 200.00 -48.15%
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CHF 106.00 CHF 61.48 57.31% CHF 106.00 26.39%
Coupons
Payment Date Amount
22 Jul 2024 2.05%
22 Oct 2024 2.05%
22 Jan 2025 2.05%
24 Apr 2025 2.05%
22 Jul 2025 2.05%
22 Oct 2025 2.05%
22 Jan 2026 2.05%
Early Redemption
Observation Date Redemption Amount
15 Apr 2025 100.00%
15 Jul 2025 100.00%
15 Oct 2025 100.00%
ABB
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ABB
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ABBN SW
CHF
CHF 41.87
23.8834
CHF 24.2846
49.5752%
CHF 41.87
13.0606%
SIX Swiss Exchange AG
Swatch
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Swatch
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UHR SW
CHF
CHF 200.00
5.00
CHF 116.00
14.0741%
CHF 200.00
-48.1481%
SIX Swiss Exchange AG
Swiss Re
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Swiss Re
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SREN SW
CHF
CHF 106.00
9.434
CHF 61.48
57.3056%
CHF 106.00
26.3889%
SIX Swiss Exchange AG