8.30% p.a. Multi Barrier Reverse Convertible
Richemont, Givaudan, Holcim Amrize Basket
Valor
131250294
SIX Symbol
ORERCH
ISIN
CH1312502946
Identifiers
131250294
CH1312502946
ORERCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
8.30% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 5'000.00
CHF
Listed
No
Life Cycle
2 Years
26 Jul 2024
02 Aug 2024
02 Aug 2024
12 Aug 2024
12 Aug 2024
05 Aug 2026
12 Aug 2026
Barrier
60.00%
Continuous barrier observation (american)
02 Aug 2024 - 05 Aug 2026
No
32.94%
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 127.55 CHF 76.53 49.15% CHF 127.55 15.25%
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CHF 4'197.00 CHF 2'518.20 32.94% CHF 4'197.00 -11.77%
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CHF 76.60 CHF 45.96 55.15% CHF 76.60 25.26%
Coupons
Payment Date Amount
12 Nov 2024 2.075%
12 Feb 2025 2.075%
12 May 2025 2.075%
12 Aug 2025 2.075%
12 Nov 2025 2.075%
12 Feb 2026 2.075%
12 May 2026 2.075%
12 Aug 2026 2.075%
Early Redemption
Observation Date Redemption Amount
05 Aug 2025 100.00%
05 Nov 2025 100.00%
05 Feb 2026 100.00%
05 May 2026 100.00%
Richemont
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Richemont
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CFR SW
CHF
CHF 127.55
39.2003
CHF 76.53
49.1495%
CHF 127.55
15.2492%
SIX Swiss Exchange AG
Givaudan
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Givaudan
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GIVN SW
CHF
CHF 4'197.00
1.1913
CHF 2'518.20
32.9374%
CHF 4'197.00
-11.771%
SIX Swiss Exchange AG
Holcim Amrize Basket
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Holcim Amrize Basket
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CHF
CHF 76.60
65.2742
CHF 45.96
55.1544%
CHF 76.60
25.2574%
SIX Swiss Exchange AG