7.70% p.a. Multi Barrier Reverse Convertible
Holcim Amrize Basket, Novartis, Roche, Swiss Life, Swisscom
Valor
137331069
SIX Symbol
PAORCH
ISIN
CH1373310692
Currency
CHF
Bid (indicative)
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250'000.00
Ask (indicative)
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250'000.00
Price on
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Identifiers
137331069
CH1373310692
PAORCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
3.46%
3.43%
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
7.70% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
CHF 250'000.00
CHF 250'000.00
Listed
No
Life Cycle
2.5 Years
27 Sep 2024
04 Oct 2024
04 Oct 2024
14 Oct 2024
14 Oct 2024
07 Apr 2027
14 Apr 2027
Barrier
60.00%
Continuous barrier observation (american)
04 Oct 2024 - 07 Apr 2027
No
39.32%
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
Holcim Amrize Basket
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CHF 82.30 CHF 49.38 49.24% CHF 82.30 15.40%
Novartis
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CHF 97.71 CHF 58.63 39.32% CHF 97.71 -1.13%
Roche
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CHF 258.50 CHF 155.10 39.84% CHF 258.50 -0.27%
Swiss Life
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CHF 698.60 CHF 419.16 48.28% CHF 698.60 13.81%
Swisscom
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CHF 545.50 CHF 327.30 41.81% CHF 545.50 3.02%
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Coupons
Payment Date Amount
14 Jan 2025 1.925%
14 Apr 2025 1.925%
14 Jul 2025 1.925%
14 Oct 2025 1.925%
14 Jan 2026 1.925%
14 Apr 2026 1.925%
14 Jul 2026 1.925%
14 Oct 2026 1.925%
14 Jan 2027 1.925%
14 Apr 2027 1.925%
Early Redemption
Observation Date Redemption Amount
07 Oct 2025 100.00%
07 Jan 2026 100.00%
07 Apr 2026 100.00%
07 Jul 2026 100.00%
07 Oct 2026 100.00%
07 Jan 2027 100.00%
Holcim Amrize Basket
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Holcim Amrize Basket
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CHF
CHF 82.30
12.1507
CHF 49.38
49.2419%
CHF 82.30
15.4032%
SIX Swiss Exchange AG
Novartis
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Novartis
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NOVN SW
CHF
CHF 97.71
10.2344
CHF 58.626
39.32%
CHF 97.71
-1.1334%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 258.50
3.8685
CHF 155.10
39.8371%
CHF 258.50
-0.2715%
SIX Swiss Exchange AG
Swiss Life
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Swiss Life
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SLHN SW
CHF
CHF 698.60
1.4314
CHF 419.16
48.2838%
CHF 698.60
13.8063%
SIX Swiss Exchange AG
Swisscom
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Swisscom
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SCMN SW
CHF
CHF 545.50
1.8332
CHF 327.30
41.8133%
CHF 545.50
3.0222%
SIX Swiss Exchange AG