7.00% p.a. Multi Barrier Reverse Convertible
Helvetia Versicherungen, Swiss Life, Swiss Re, Zurich Insurance
Valor
131250422
SIX Symbol
OTBRCH
ISIN
CH1312504223
Identifiers
131250422
CH1312504223
OTBRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
7.00% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
Listed
No
Life Cycle
2 Years
09 Aug 2024
16 Aug 2024
16 Aug 2024
26 Aug 2024
26 Aug 2024
19 Aug 2026
26 Aug 2026
Barrier
60.00%
Continuous barrier observation (american)
16 Aug 2024 - 19 Aug 2026
No
50.44%
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 132.20 CHF 79.32 58.14% CHF 132.20 30.24%
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CHF 671.00 CHF 402.60 50.89% CHF 671.00 18.15%
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CHF 109.35 CHF 65.61 56.26% CHF 109.35 27.10%
{{ underlyings['67108978'].currency }} {{ underlyings['67108978'].underlyingFeed.spot | number:2 }}
CHF 481.20 CHF 288.72 50.44% CHF 481.20 17.40%
Coupons
Payment Date Amount
26 Nov 2024 1.75%
26 Feb 2025 1.75%
26 May 2025 1.75%
26 Aug 2025 1.75%
26 Nov 2025 1.75%
26 Feb 2026 1.75%
27 May 2026 1.75%
26 Aug 2026 1.75%
Early Redemption
Observation Date Redemption Amount
19 Aug 2025 100.00%
19 Nov 2025 100.00%
19 Feb 2026 100.00%
19 May 2026 100.00%
Helvetia Versicherungen
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Helvetia Versicherungen
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HELN SW
CHF
CHF 132.20
7.5643
CHF 79.32
58.1425%
CHF 132.20
30.2375%
SIX Swiss Exchange AG
Swiss Life
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Swiss Life
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SLHN SW
CHF
CHF 671.00
1.4903
CHF 402.60
50.8905%
CHF 671.00
18.1508%
SIX Swiss Exchange AG
Swiss Re
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Swiss Re
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SREN SW
CHF
CHF 109.35
9.1449
CHF 65.61
56.26%
CHF 109.35
27.10%
SIX Swiss Exchange AG
Zurich Insurance
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Zurich Insurance
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ZURN SW
CHF
CHF 481.20
2.0781
CHF 288.72
50.4428%
CHF 481.20
17.4047%
SIX Swiss Exchange AG