9.00% p.a. Multi Barrier Reverse Convertible
Swiss Life, Swiss Re, Swisscom
Valor
133628411
SIX Symbol
OJWRCH
ISIN
CH1336284117
Identifiers
133628411
CH1336284117
OJWRCH
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
9.00% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
USD 1'000.00
USD
Listed
Yes
Life Cycle
2 Years
31 May 2024
07 Jun 2024
07 Jun 2024
17 Jun 2024
17 Jun 2024
10 Jun 2026
17 Jun 2026
Barrier
59.00%
Continuous barrier observation (american)
07 Jun 2024 - 10 Jun 2026
No
48.87%
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 637.40 CHF 376.07 55.94% CHF 637.40 25.33%
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CHF 113.65 CHF 67.05 54.72% CHF 113.65 23.26%
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CHF 503.50 CHF 297.07 48.87% CHF 503.50 13.34%
Coupons
Payment Date Amount
17 Sep 2024 2.25%
17 Dec 2024 2.25%
17 Mar 2025 2.25%
17 Jun 2025 2.25%
17 Sep 2025 2.25%
17 Dec 2025 2.25%
17 Mar 2026 2.25%
17 Jun 2026 2.25%
Early Redemption
Observation Date Redemption Amount
10 Jun 2025 100.00%
10 Sep 2025 100.00%
10 Dec 2025 100.00%
10 Mar 2026 100.00%
Swiss Life
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Swiss Life
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SLHN SW
CHF
CHF 637.40
CHF 376.066
55.9435%
CHF 637.40
25.328%
SIX Swiss Exchange AG
Swiss Re
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Swiss Re
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SREN SW
CHF
CHF 113.65
CHF 67.0535
54.7242%
CHF 113.65
23.2613%
SIX Swiss Exchange AG
Swisscom
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Swisscom
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SCMN SW
CHF
CHF 503.50
CHF 297.065
48.8701%
CHF 503.50
13.3391%
SIX Swiss Exchange AG