5.20% p.a. Multi Barrier Reverse Convertible
Swiss Life, Swiss Re, Zurich Insurance
Valor
138611831
ISIN
CH1386118314
Currency
CHF
Bid (indicative)
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250'000.00
Price on
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Identifiers
138611831
CH1386118314
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
3.32%
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
5.20% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
CHF 250'000.00
Unlisted
No
Life Cycle
2 Years
07 Oct 2024
14 Oct 2024
14 Oct 2024
07 Oct 2026
14 Oct 2026
Barrier
55.00%
Continuous barrier observation (american)
07 Oct 2024 - 07 Oct 2026
No
49.94%
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
Swiss Life
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CHF 695.20 CHF 382.36 54.21% CHF 695.20 16.74%
Swiss Re
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CHF 110.30 CHF 60.67 56.98% CHF 110.30 21.77%
Zurich Insurance
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CHF 507.00 CHF 278.85 49.94% CHF 507.00 8.98%
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Coupons
Payment Date Amount
14 Jan 2025 1.30%
14 Apr 2025 1.30%
14 Jul 2025 1.30%
14 Oct 2025 1.30%
14 Jan 2026 1.30%
14 Apr 2026 1.30%
14 Jul 2026 1.30%
14 Oct 2026 1.30%
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%
Swiss Life
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Swiss Life
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SLHN SW
CHF
CHF 695.20
1.4384
CHF 382.36
54.2084%
CHF 695.20
16.7425%
SIX Swiss Exchange AG
Swiss Re
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Swiss Re
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SREN SW
CHF
CHF 110.30
9.0662
CHF 60.665
56.9752%
CHF 110.30
21.773%
SIX Swiss Exchange AG
Zurich Insurance
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Zurich Insurance
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ZURN SW
CHF
CHF 507.00
1.9724
CHF 278.85
49.9372%
CHF 507.00
8.9767%
SIX Swiss Exchange AG