6.00% p.a. Multi Barrier Reverse Convertible
BP, Shell, TotalEnergies
Valor
131250426
SIX Symbol
OTFRCH
ISIN
CH1312504264
Currency
CHF
Bid (indicative)
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250'000.00
Ask (indicative)
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250'000.00
Price on
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Identifiers
131250426
CH1312504264
OTFRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
10.80%
-4.84%
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
6.00% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
CHF 250'000.00
CHF 250'000.00
Listed
Yes
Life Cycle
2 Years
09 Aug 2024
16 Aug 2024
16 Aug 2024
27 Aug 2024
27 Aug 2024
20 Aug 2026
27 Aug 2026
Barrier
59.00%
Continuous barrier observation (american)
16 Aug 2024 - 20 Aug 2026
No
29.38%
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
BP
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GBp 441.25 GBp 260.34 29.38% GBp 441.25 -19.70%
Shell
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EUR 32.95 EUR 19.44 34.64% EUR 32.95 -10.78%
TotalEnergies
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EUR 62.33 EUR 36.77 30.83% EUR 62.33 -17.24%
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Coupons
Payment Date Amount
27 Nov 2024 1.50%
27 Feb 2025 1.50%
27 May 2025 1.50%
27 Aug 2025 1.50%
27 Nov 2025 1.50%
27 Feb 2026 1.50%
28 May 2026 1.50%
27 Aug 2026 1.50%
Early Redemption
Observation Date Redemption Amount
20 Aug 2025 100.00%
20 Nov 2025 100.00%
20 Feb 2026 100.00%
20 May 2026 100.00%
BP
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BP
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BP/ LN
GBp
GBp 441.25
GBp 260.3375
29.3761%
GBp 441.25
-19.7016%
London Stock Exchange
Shell
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Shell
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SHELL NA
EUR
EUR 32.945
EUR 19.4376
34.6417%
EUR 32.945
-10.7767%
Euronext Amsterdam
TotalEnergies
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TotalEnergies
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TTE FP
EUR
EUR 62.33
EUR 36.7747
30.8291%
EUR 62.33
-17.2388%
Euronext Paris