10.00% p.a. Multi Barrier Reverse Convertible
Eli Lilly, Merck, Novo Nordisk
Valor
137330708
SIX Symbol
OWRRCH
ISIN
CH1373307086
Identifiers
137330708
CH1373307086
OWRRCH
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
10.00% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
USD 5'000.00
USD
Listed
Yes
Life Cycle
1.5 Years
06 Sep 2024
13 Sep 2024
13 Sep 2024
20 Sep 2024
20 Sep 2024
13 Mar 2026
20 Mar 2026
Barrier
54.00%
Continuous barrier observation (american)
13 Sep 2024 - 13 Mar 2026
Yes
Product Specific Features
100.00%
Performance
Name Market Price Initial Fixing Level Barrier Level Strike Level Distance to Strike
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USD 923.71 USD 498.80 USD 923.71 -17.11%
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USD 115.86 USD 62.56 USD 115.86 -40.93%
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DKK 918.50 DKK 495.99 DKK 918.50 -111.83%
Coupons
Payment Date Amount
20 Dec 2024 2.50%
20 Mar 2025 2.50%
23 Jun 2025 2.50%
22 Sep 2025 2.50%
22 Dec 2025 2.50%
20 Mar 2026 2.50%
Early Redemption
Observation Date Redemption Amount
15 Sep 2025 100.00%
15 Dec 2025 100.00%
Eli Lilly
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Eli Lilly
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LLY UN
USD
USD 923.71
5.413
USD 498.8034
USD 923.71
-17.1143%
NYSE
Merck
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Merck
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MRK UN
USD
USD 115.86
43.1555
USD 62.5644
USD 115.86
-40.9318%
NYSE
Novo Nordisk
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Novo Nordisk
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NOVOB DC
DKK
DKK 918.50
DKK 495.99
DKK 918.50
-111.8312%
OMX Nordic Exchange Copenhagen
Yes (27 Mar 2025)