5.30% p.a. Multi Barrier Reverse Convertible
Givaudan, Swiss Life, Swisscom
Valor
131249660
SIX Symbol
OFZRCH
ISIN
CH1312496602
Identifiers
131249660
CH1312496602
OFZRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
5.30% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 5'000.00
CHF
Listed
No
Life Cycle
2.5 Years
03 May 2024
10 May 2024
10 May 2024
17 May 2024
17 May 2024
10 Nov 2026
17 Nov 2026
Barrier
49.00%
Continuous barrier observation (american)
10 May 2024 - 10 Nov 2026
No
47.11%
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 4'053.00 CHF 1'985.97 47.11% CHF 4'053.00 -7.94%
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CHF 648.80 CHF 317.91 62.60% CHF 648.80 23.67%
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CHF 501.00 CHF 245.49 55.97% CHF 501.00 10.13%
Coupons
Payment Date Amount
19 Aug 2024 1.325%
18 Nov 2024 1.325%
17 Feb 2025 1.325%
19 May 2025 1.325%
18 Aug 2025 1.325%
17 Nov 2025 1.325%
17 Feb 2026 1.325%
19 May 2026 1.325%
17 Aug 2026 1.325%
17 Nov 2026 1.325%
Early Redemption
Observation Date Redemption Amount
12 May 2025 100.00%
11 Aug 2025 100.00%
10 Nov 2025 100.00%
10 Feb 2026 100.00%
11 May 2026 100.00%
10 Aug 2026 100.00%
Givaudan
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Givaudan
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GIVN SW
CHF
CHF 4'053.00
1.2337
CHF 1'985.97
47.1113%
CHF 4'053.00
-7.9361%
SIX Swiss Exchange AG
Swiss Life
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Swiss Life
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SLHN SW
CHF
CHF 648.80
7.7065
CHF 317.912
62.5986%
CHF 648.80
23.6706%
SIX Swiss Exchange AG
Swisscom
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Swisscom
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SCMN SW
CHF
CHF 501.00
9.98
CHF 245.49
55.9659%
CHF 501.00
10.1345%
SIX Swiss Exchange AG