5.25% p.a. Multi Barrier Reverse Convertible
EURO STOXX 50® Index, S&P 500®, Swiss Market Index®
Valor
133628053
SIX Symbol
OGCRCH
ISIN
CH1336280537
Identifiers
133628053
CH1336280537
OGCRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
5.25% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
EUR 1'000.00
EUR
Listed
Yes
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
59.00%
Continuous barrier observation (american)
10 May 2024 - 10 Nov 2026
No
41.78%
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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EUR 5'085.08 EUR 3'000.20 43.37% EUR 5'085.08 4.02%
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USD 5'222.68 USD 3'081.38 50.73% USD 5'222.68 16.48%
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CHF 11'753.70 CHF 6'934.68 41.78% CHF 11'753.70 1.32%
Coupons
Payment Date Amount
19 Aug 2024 1.313%
18 Nov 2024 1.313%
17 Feb 2025 1.313%
19 May 2025 1.313%
18 Aug 2025 1.313%
17 Nov 2025 1.313%
17 Feb 2026 1.313%
18 May 2026 1.313%
17 Aug 2026 1.313%
17 Nov 2026 1.313%
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%
Euro STOXX 50
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Euro STOXX 50
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SX5E
EUR
EUR 5'085.08
0.1967
EUR 3'000.1972
43.3719%
EUR 5'085.08
4.0201%
STOXX Europe Calendar
S&P 500
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S&P 500
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SPX
USD
USD 5'222.68
USD 3'081.3812
50.7255%
USD 5'222.68
16.4838%
NYSE
SMI
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SMI
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SMI
CHF
CHF 11'753.70
CHF 6'934.683
41.7782%
CHF 11'753.70
1.3191%
SIX Swiss Exchange AG