6.00% p.a. Multi Barrier Reverse Convertible
Allianz, AXA, Baloise, Helvetia Versicherungen, Zurich Insurance
Valor
138611841
SIX Symbol
PBORCH
ISIN
CH1386118413
Identifiers
138611841
CH1386118413
PBORCH
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
6.00% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
Listed
Yes
Life Cycle
1.75 Years
04 Oct 2024
11 Oct 2024
11 Oct 2024
21 Oct 2024
21 Oct 2024
14 Jul 2026
21 Jul 2026
Barrier
55.00%
Continuous barrier observation (american)
11 Oct 2024 - 14 Jul 2026
No
48.73%
Product Specific Features
100.00%
Performance
Name Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
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EUR 297.10 EUR 163.41 52.29% EUR 297.10 13.26%
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EUR 35.09 EUR 19.30 53.35% EUR 35.09 15.19%
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CHF 175.90 CHF 96.75 49.08% CHF 175.90 7.42%
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CHF 150.80 CHF 82.94 57.27% CHF 150.80 22.31%
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CHF 519.20 CHF 285.56 48.73% CHF 519.20 6.79%
Coupons
Payment Date Amount
21 Jan 2025 1.50%
23 Apr 2025 1.50%
21 Jul 2025 1.50%
21 Oct 2025 1.50%
21 Jan 2026 1.50%
21 Apr 2026 1.50%
21 Jul 2026 1.50%
Early Redemption
Observation Date Redemption Amount
14 Oct 2025 100.00%
14 Jan 2026 100.00%
14 Apr 2026 100.00%
Allianz
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Allianz
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ALV GY
EUR
EUR 297.10
EUR 163.405
52.2905%
EUR 297.10
13.2555%
Xetra
AXA
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AXA
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CS FP
EUR
EUR 35.09
EUR 19.2995
53.3547%
EUR 35.09
15.1903%
Euronext Paris
Baloise
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Baloise
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BALN SW
CHF
CHF 175.90
5.685
CHF 96.745
49.0816%
CHF 175.90
7.4211%
SIX Swiss Exchange AG
Helvetia Versicherungen
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Helvetia Versicherungen
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HELN SW
CHF
CHF 150.80
6.6313
CHF 82.94
57.2694%
CHF 150.80
22.3081%
SIX Swiss Exchange AG
Zurich Insurance
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Zurich Insurance
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ZURN SW
CHF
CHF 519.20
1.926
CHF 285.56
48.7325%
CHF 519.20
6.7864%
SIX Swiss Exchange AG