Product details Underlyings
6.80% p.a. Multi Barrier Reverse Convertible
ABB, Novartis, Swiss Life, Swisscom
Valor
135619216
SIX Symbol
OSMRCH
ISIN
CH1356192166
Currency
CHF
Bid (indicative)
98.08%
250'000.00
Ask (indicative)
98.88%
250'000.00
Price on
06:34
07 Jun 2025
Issue Terms

6.80% p.a. Multi Barrier Reverse Convertible on ABB, Novartis, Swiss Life, Swisscom

Identifiers
Valor 135619216
ISIN CH1356192166
SIX Symbol OSMRCH
Product Category Yield Enhancement
Product Group Barrier Reverse Convertible
Product Type Callable Multi Barrier Reverse Convertible
SSPA Product Type 1230
Figures
Yield To Call 2.85%
Performance 3.18%
Parameters
Issuer Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Guarantor Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Coupon Payment Quarterly
Coupon 6.80% p.a.
Settlement Type Cash Settlement or Delivery of Underlying
Quoting Type Dirty (accrued interest included)
Issue Price 100%
Denomination CHF 1'000.00
Currency CHF
Tradable Volume Bid CHF 250'000.00
Tradable Volume Ask CHF 250'000.00
Exchange Listed
Quanto No
Life Cycle
Tenor 2 Years
Start Subscription Period 02 Aug 2024
End Subscription Period 09 Aug 2024
Initial Fixing Date 09 Aug 2024
Issue Date 19 Aug 2024
First Trading Day 19 Aug 2024
Maturity 12 Aug 2026
Redemption Date 19 Aug 2026
Barrier
Barrier 60.00%
Barrier Type Continuous barrier observation (american)
Barrier Observation Period 09 Aug 2024 - 12 Aug 2026
Barrier Event No
Distance to Barrier 40.25%
Product Specific Features
Strike Level 100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
Market Price
CHF 47.50
Initial Fixing Level CHF 45.26 Barrier Level CHF 27.16 Distance to Barrier 42.83% Strike Level CHF 45.26 Distance to Strike 4.72%
Market Price
CHF 97.00
Initial Fixing Level CHF 96.59 Barrier Level CHF 57.95 Distance to Barrier 40.25% Strike Level CHF 96.59 Distance to Strike 0.42%
Market Price
CHF 824.00
Initial Fixing Level CHF 648.20 Barrier Level CHF 388.92 Distance to Barrier 52.80% Strike Level CHF 648.20 Distance to Strike 21.33%
Market Price
CHF 565.50
Initial Fixing Level CHF 522.50 Barrier Level CHF 313.50 Distance to Barrier 44.56% Strike Level CHF 522.50 Distance to Strike 7.60%
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Coupons
Payment Date Amount
Payment Date19 Nov 2024 Amount1.70%
Payment Date19 Feb 2025 Amount1.70%
Payment Date19 May 2025 Amount1.70%
Payment Date19 Aug 2025 Amount1.70%
Payment Date19 Nov 2025 Amount1.70%
Payment Date19 Feb 2026 Amount1.70%
Payment Date20 May 2026 Amount1.70%
Payment Date19 Aug 2026 Amount1.70%
Early Redemption
Observation Date Redemption Amount
Observation Date12 Aug 2025 Redemption Amount100.00%
Observation Date12 Nov 2025 Redemption Amount100.00%
Observation Date12 Feb 2026 Redemption Amount100.00%
Observation Date12 May 2026 Redemption Amount100.00%