9.77% p.a. Multi Barrier Reverse Convertible
British American Tobacco, BT Group
Valor
137853288
ISIN
CH1378532886
Currency
GBP
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
137853288
CH1378532886
Yield Enhancement
Barrier Reverse Convertible
Multi Barrier Reverse Convertible
1230
Figures
1.69%
4.17%
7.02%
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
9.77% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
GBP 5'000.00
GBP
GBP 250'000.00
GBP 250'000.00
Unlisted
No
Life Cycle
1 Year
05 Dec 2024
12 Dec 2024
12 Dec 2024
05 Dec 2025
12 Dec 2025
Barrier
60.00%
Continuous barrier observation (american)
05 Dec 2024 - 05 Dec 2025
No
51.18%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier
British American Tobacco
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GBp 2'964.00 GBp 1'778.40 52.88%
BT Group
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GBp 158.25 GBp 94.95 51.18%
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Coupons
Payment Date Amount
12 Mar 2025 2.442%
12 Jun 2025 2.442%
12 Sep 2025 2.442%
12 Dec 2025 2.442%
British American Tobacco
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British American Tobacco
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BATS LN
GBp
GBp 2'964.00
168.691
GBp 1'778.40
52.8838%
London Stock Exchange
BT Group
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BT Group
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BT/A LN
GBp
GBp 158.25
3'159.5577
GBp 94.95
51.1825%
London Stock Exchange