3.00% p.a. Multi Barrier Reverse Convertible
EURO STOXX 50® Index, S&P 500®, Swiss Market Index®
Valor
137330159
SIX Symbol
OUGRCH
ISIN
CH1373301592
Identifiers
137330159
CH1373301592
OUGRCH
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
3.00% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
Listed
Yes
Life Cycle
3 Years
16 Aug 2024
23 Aug 2024
23 Aug 2024
30 Aug 2024
30 Aug 2024
23 Aug 2027
30 Aug 2027
Barrier
60.00%
Continuous barrier observation (american)
23 Aug 2024 - 23 Aug 2027
No
37.31%
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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EUR 4'909.20 EUR 2'945.52 43.81% EUR 4'909.20 6.35%
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USD 5'634.61 USD 3'380.77 46.64% USD 5'634.61 11.07%
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CHF 12'347.46 CHF 7'408.48 37.31% CHF 12'347.46 -4.48%
Coupons
Payment Date Amount
02 Dec 2024 0.75%
03 Mar 2025 0.75%
02 Jun 2025 0.75%
01 Sep 2025 0.75%
01 Dec 2025 0.75%
02 Mar 2026 0.75%
02 Jun 2026 0.75%
31 Aug 2026 0.75%
30 Nov 2026 0.75%
02 Mar 2027 0.75%
31 May 2027 0.75%
30 Aug 2027 0.75%
Early Redemption
Observation Date Redemption Amount
25 Aug 2025 100.00%
24 Nov 2025 100.00%
23 Feb 2026 100.00%
26 May 2026 100.00%
24 Aug 2026 100.00%
23 Nov 2026 100.00%
23 Feb 2027 100.00%
24 May 2027 100.00%
Euro STOXX 50
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Euro STOXX 50
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SX5E
EUR
EUR 4'909.20
EUR 2'945.52
43.8127%
EUR 4'909.20
6.3544%
STOXX Europe Calendar
S&P 500
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S&P 500
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SPX
USD
USD 5'634.61
USD 3'380.766
46.6425%
USD 5'634.61
11.0709%
NYSE
SMI
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SMI
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SMI
CHF
CHF 12'347.46
0.081
CHF 7'408.476
37.3125%
CHF 12'347.46
-4.4791%
SIX Swiss Exchange AG