Product Details

6.40% p.a. Multi Barrier Reverse Convertible

EURO STOXX 50^® Index, S&P 500^®, Swiss Market Index^®

Valor

135619204

SIX Symbol

ORRRCH

ISIN

CH1356192042

Currency

USD

Bid (indicative)

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250'000.00

Ask (indicative)

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250'000.00

Price on

Termsheet

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Report

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KID

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Contact KID provider

6.40% p.a. Multi Barrier Reverse Convertible on EURO STOXX 50® Index, S&P 500®, Swiss Market Index®

Identifiers

Valor 135619204

ISIN CH1356192042

SIX Symbol ORRRCH

Product Category Yield Enhancement

Product Group Barrier Reverse Convertible

Product Type Callable Multi Barrier Reverse Convertible

SSPA Product Type 1230

Figures

Yield To Call 2.89%

Performance 2.75%

Parameters

Issuer Raiffeisen Switzerland B.V., Amsterdam, The Netherlands

Guarantor Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland

Coupon Payment Quarterly

Coupon 6.40% p.a.

Settlement Type Cash Settlement or Delivery of Underlying

Quoting Type Dirty (accrued interest included)

Issue Price 100%

Denomination USD 1'000.00

Currency USD

Tradable Volume Bid USD 250'000.00

Tradable Volume Ask USD 250'000.00

Exchange Listed

Quanto Yes

Life Cycle

Tenor 2.5 Years

Start Subscription Period 26 Jul 2024

End Subscription Period 02 Aug 2024

Initial Fixing Date 02 Aug 2024

Issue Date 09 Aug 2024

First Trading Day 09 Aug 2024

Maturity 02 Feb 2027

Redemption Date 09 Feb 2027

Barrier

Barrier 55.00%

Barrier Type Continuous barrier observation (american)

Barrier Observation Period 02 Aug 2024 - 02 Feb 2027

Barrier Event No

Distance to Barrier 47.18%

Product Specific Features

Strike Level 100.00%

Performance

Name	Market Price	Initial Fixing Level	Barrier Level	Distance to Barrier	Strike Level	Distance to Strike
Euro STOXX 50	{{ underlyings['67110204'].currency }} {{ underlyings['67110204'].underlyingFeed.spot \| number:2 }}	EUR 4'638.70	EUR 2'551.29	53.02%	EUR 4'638.70	14.58%
S&P 500	{{ underlyings['67115459'].currency }} {{ underlyings['67115459'].underlyingFeed.spot \| number:2 }}	USD 5'346.56	USD 2'940.61	50.99%	USD 5'346.56	10.90%
SMI	{{ underlyings['67108956'].currency }} {{ underlyings['67108956'].underlyingFeed.spot \| number:2 }}	CHF 11'875.52	CHF 6'531.54	47.18%	CHF 11'875.52	3.96%

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Coupons

Payment Date	Amount
12 Nov 2024	1.60%
10 Feb 2025	1.60%
09 May 2025	1.60%
11 Aug 2025	1.60%
10 Nov 2025	1.60%
09 Feb 2026	1.60%
11 May 2026	1.60%
10 Aug 2026	1.60%
09 Nov 2026	1.60%
09 Feb 2027	1.60%

Early Redemption

Observation Date	Redemption Amount
04 Aug 2025	100.00%
03 Nov 2025	100.00%
02 Feb 2026	100.00%
04 May 2026	100.00%
03 Aug 2026	100.00%
02 Nov 2026	100.00%

Euro STOXX 50

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Name Euro STOXX 50

Spot Price

Bloomberg Ticker SX5E

Currency EUR

Initial Fixing Level EUR 4'638.70

Barrier Level EUR 2'551.285

Distance to Barrier Level 53.0165%

Strike Level EUR 4'638.70

Distance to Strike Level 14.5754%

Market STOXX Europe Calendar

S&P 500

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Name S&P 500

Spot Price

Bloomberg Ticker SPX

Currency USD

Initial Fixing Level USD 5'346.56

Conversion Ratio 0.187

Barrier Level USD 2'940.608

Distance to Barrier Level 50.9923%

Strike Level USD 5'346.56

Distance to Strike Level 10.8951%

Market NYSE

SMI

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Name SMI

Spot Price

Bloomberg Ticker SMI

Currency CHF

Initial Fixing Level CHF 11'875.52

Barrier Level CHF 6'531.536

Distance to Barrier Level 47.1785%

Strike Level CHF 11'875.52

Distance to Strike Level 3.9609%

Market SIX Swiss Exchange AG

Phone: +41 44 226 72 20
Email: structuredproducts@raiffeisen.ch
Website: https://structuredproducts.raiffeisen.ch/
Address: Raiffeisen Switzerland Cooperative
The Circle 66
Postfach
8058 Zürich-Flughafen

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