7.00% p.a. Multi Barrier Reverse Convertible
Nestlé, Sandoz, Swiss Re, Zurich Insurance
Valor
137853665
SIX Symbol
PJRRCH
ISIN
CH1378536655
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
137853665
CH1378536655
PJRRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
5.70%
0.62%
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
7.00% 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 Years
06 Dec 2024
13 Dec 2024
13 Dec 2024
23 Dec 2024
23 Dec 2024
16 Dec 2026
23 Dec 2026
Barrier
60.00%
Continuous barrier observation (american)
13 Dec 2024 - 16 Dec 2026
No
40.32%
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
Nestlé
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CHF 75.18 CHF 45.11 45.38% CHF 75.18 8.97%
Sandoz
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CHF 37.07 CHF 22.24 49.47% CHF 37.07 15.79%
Swiss Re
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CHF 133.55 CHF 80.13 41.08% CHF 133.55 1.80%
Zurich Insurance
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CHF 552.80 CHF 331.68 40.32% CHF 552.80 0.54%
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Coupons
Payment Date Amount
24 Mar 2025 1.75%
23 Jun 2025 1.75%
23 Sep 2025 1.75%
23 Dec 2025 1.75%
23 Mar 2026 1.75%
23 Jun 2026 1.75%
23 Sep 2026 1.75%
23 Dec 2026 1.75%
Early Redemption
Observation Date Redemption Amount
16 Dec 2025 100.00%
16 Mar 2026 100.00%
16 Jun 2026 100.00%
16 Sep 2026 100.00%
Nestlé
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Nestlé
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NESN SW
CHF
CHF 75.18
13.3014
CHF 45.108
45.3832%
CHF 75.18
8.972%
SIX Swiss Exchange AG
Sandoz
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Sandoz
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SDZ SW
CHF
CHF 37.07
26.976
CHF 22.242
49.473%
CHF 37.07
15.7883%
SIX Swiss Exchange AG
Swiss Re
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Swiss Re
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SREN SW
CHF
CHF 133.55
7.4878
CHF 80.13
41.0809%
CHF 133.55
1.8015%
SIX Swiss Exchange AG
Zurich Insurance
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Zurich Insurance
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ZURN SW
CHF
CHF 552.80
1.809
CHF 331.68
40.3239%
CHF 552.80
0.5398%
SIX Swiss Exchange AG