8.50% p.a. Multi Barrier Reverse Convertible
Brent Crude Oil, WTI Crude Oil
Valor
135619202
SIX Symbol
ORPRCH
ISIN
CH1356192026
Expired
Identifiers
135619202
CH1356192026
ORPRCH
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
8.50% p.a.
Cash Settlement
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
Listed
Yes
Life Cycle
2 Years
26 Jul 2024
02 Aug 2024
02 Aug 2024
12 Aug 2024
12 Aug 2024
05 Aug 2026
12 May 2026
Barrier
65.00%
Continuous barrier observation (american)
02 Aug 2024 - 05 Aug 2026
No
52.58%
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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USD 76.81 USD 49.93 53.05% USD 76.81 27.76%
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USD 73.52 USD 47.79 52.58% USD 73.52 27.05%
Coupons
Payment Date Amount
12 Nov 2024 2.125%
12 Feb 2025 2.125%
12 May 2025 2.125%
12 Aug 2025 2.125%
12 Nov 2025 2.125%
12 Feb 2026 2.125%
12 May 2026 2.125%
12 Aug 2026 2.125%
Early Redemption
Observation Date Redemption Amount
05 Aug 2025 100.00%
05 Nov 2025 100.00%
05 Feb 2026 100.00%
05 May 2026 100.00%
Brent Crude Oil
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Brent Crude Oil
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CO1 Comdty
USD
USD 76.81
USD 49.9265
53.0457%
USD 76.81
27.7626%
ICE
WTI Crude Oil
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WTI Crude Oil
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CL1 Comdty
USD
USD 73.52
USD 47.788
52.5819%
USD 73.52
27.049%
NYMEX