9.70% p.a. Multi Barrier Reverse Convertible
ABB, Holcim, Sika
Valor
138612032
ISIN
CH1386120328
Currency
USD
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
138612032
CH1386120328
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
7.96%
0.97%
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
9.70% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
USD 1'000.00
USD
USD 250'000.00
USD 250'000.00
Unlisted
Yes
Life Cycle
1.5 Years
16 Oct 2024
23 Oct 2024
23 Oct 2024
16 Apr 2026
23 Apr 2026
Barrier
60.00%
Continuous barrier observation (american)
16 Oct 2024 - 16 Apr 2026
No
27.64%
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
ABB
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CHF 49.15 CHF 29.49 38.11% CHF 49.15 -3.15%
Holcim
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CHF 83.82 CHF 50.29 46.12% CHF 83.82 10.20%
Sika
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CHF 255.30 CHF 153.18 27.64% CHF 255.30 -20.60%
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Coupons
Payment Date Amount
24 Jan 2025 2.425%
23 Apr 2025 2.425%
23 Jul 2025 2.425%
23 Oct 2025 2.425%
26 Jan 2026 2.425%
23 Apr 2026 2.425%
Early Redemption
Observation Date Redemption Amount
16 Oct 2025 100.00%
16 Jan 2026 100.00%
ABB
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ABB
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ABBN SW
CHF
CHF 49.15
CHF 29.49
38.1112%
CHF 49.15
-3.148%
SIX Swiss Exchange AG
Holcim
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Holcim
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HOLN SW
CHF
CHF 83.82
CHF 50.292
46.1196%
CHF 83.82
10.1993%
SIX Swiss Exchange AG
Sika
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Sika
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SIKA SW
CHF
CHF 255.30
CHF 153.18
27.6429%
CHF 255.30
-20.5952%
SIX Swiss Exchange AG