3.20% p.a. Multi Barrier Reverse Convertible
EURO STOXX 50® Index, S&P 500®, Swiss Market Index®
Valor
137330503
SIX Symbol
OVYRCH
ISIN
CH1373305031
Identifiers
137330503
CH1373305031
OVYRCH
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
3.20% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
Listed
Yes
Life Cycle
3 Years
30 Aug 2024
06 Sep 2024
06 Sep 2024
16 Sep 2024
16 Sep 2024
09 Sep 2027
16 Sep 2027
Barrier
59.00%
Continuous barrier observation (american)
06 Sep 2024 - 09 Sep 2027
No
41.02%
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 4'738.06 EUR 2'795.46 47.24% EUR 4'738.06 10.57%
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USD 5'408.42 USD 3'190.97 49.01% USD 5'408.42 13.57%
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CHF 11'908.24 CHF 7'025.86 41.02% CHF 11'908.24 0.03%
Coupons
Payment Date Amount
16 Dec 2024 0.80%
17 Mar 2025 0.80%
17 Jun 2025 0.80%
16 Sep 2025 0.80%
16 Dec 2025 0.80%
16 Mar 2026 0.80%
16 Jun 2026 0.80%
16 Sep 2026 0.80%
16 Dec 2026 0.80%
16 Mar 2027 0.80%
16 Jun 2027 0.80%
16 Sep 2027 0.80%
Early Redemption
Observation Date Redemption Amount
09 Sep 2025 100.00%
09 Dec 2025 100.00%
09 Mar 2026 100.00%
09 Jun 2026 100.00%
09 Sep 2026 100.00%
09 Dec 2026 100.00%
09 Mar 2027 100.00%
09 Jun 2027 100.00%
Euro STOXX 50
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Euro STOXX 50
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SX5E
EUR
EUR 4'738.06
EUR 2'795.4554
47.2363%
EUR 4'738.06
10.5701%
STOXX Europe Calendar
S&P 500
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S&P 500
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SPX
USD
USD 5'408.42
USD 3'190.9678
49.0077%
USD 5'408.42
13.5723%
NYSE
SMI
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SMI
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SMI
CHF
CHF 11'908.24
0.084
CHF 7'025.8616
41.0169%
CHF 11'908.24
0.0287%
SIX Swiss Exchange AG