5.20% p.a. Multi Reverse Convertible
Nestlé, Roche, Swatch, Swiss Re
Valor
135619056
ISIN
CH1356190566
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
135619056
CH1356190566
Yield Enhancement
Reverse Convertible
Callable Multi Reverse Convertible
1220
Figures
8.11%
-3.40%
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
5.20% 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
Unlisted
No
Life Cycle
3 Years
30 Jul 2024
06 Aug 2024
06 Aug 2024
30 Jul 2027
06 Aug 2027
Product Specific Features
70.00%
Performance
Market Price Initial Fixing Level Strike Level Distance to Strike
Nestlé
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CHF 88.34 CHF 61.84 28.68%
Roche
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CHF 285.00 CHF 199.50 25.62%
Swatch
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CHF 181.00 CHF 126.70 8.02%
Swiss Re
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CHF 109.35 CHF 76.55 47.21%
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Coupons
Payment Date Amount
06 Nov 2024 1.30%
06 Feb 2025 1.30%
08 May 2025 1.30%
07 Aug 2025 1.30%
06 Nov 2025 1.30%
06 Feb 2026 1.30%
08 May 2026 1.30%
06 Aug 2026 1.30%
06 Nov 2026 1.30%
05 Feb 2027 1.30%
10 May 2027 1.30%
06 Aug 2027 1.30%
Early Redemption
Observation Date Redemption Amount
30 Jul 2025 100.00%
30 Oct 2025 100.00%
30 Jan 2026 100.00%
30 Apr 2026 100.00%
30 Jul 2026 100.00%
30 Oct 2026 100.00%
29 Jan 2027 100.00%
30 Apr 2027 100.00%
Nestlé
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Nestlé
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NESN SW
CHF
CHF 88.34
16.1713
CHF 61.838
28.6759%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 285.00
5.0125
CHF 199.50
25.6152%
SIX Swiss Exchange AG
Swatch
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Swatch
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UHR SW
CHF
CHF 181.00
7.8927
CHF 126.70
8.0218%
SIX Swiss Exchange AG
Swiss Re
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Swiss Re
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SREN SW
CHF
CHF 109.35
13.0642
CHF 76.545
47.2103%
SIX Swiss Exchange AG