Product details Underlyings
3.00% p.a. Multi Barrier Reverse Convertible
EURO STOXX 50® Index, S&P 500®, Swiss Market Index®
Valor
138612276
ISIN
CH1386122761
Currency
CHF
Bid (indicative)
97.51%
250'000.00
Ask (indicative)
98.51%
250'000.00
Price on
02:47
08 Jul 2025
Issue Terms

3.00% p.a. Multi Barrier Reverse Convertible on EURO STOXX 50® Index, S&P 500®, Swiss Market Index®

Identifiers
Valor 138612276
ISIN CH1386122761
Product Category Yield Enhancement
Product Group Barrier Reverse Convertible
Product Type Callable Multi Barrier Reverse Convertible
SSPA Product Type 1230
Figures
Yield To Call 3.04%
Performance -0.99%
Parameters
Issuer Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Guarantor Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Coupon Payment Quarterly
Coupon 3.00% p.a.
Settlement Type Cash Settlement
Quoting Type Dirty (accrued interest included)
Issue Price 100%
Denomination CHF 1'000.00
Currency CHF
Tradable Volume Bid CHF 250'000.00
Tradable Volume Ask CHF 250'000.00
Exchange Unlisted
Quanto Yes
Life Cycle
Tenor 2.5 Years
Initial Fixing Date 06 Nov 2024
Issue Date 14 Nov 2024
First Trading Day 14 Nov 2024
Maturity 07 May 2027
Redemption Date 14 May 2027
Barrier
Barrier 55.00%
Barrier Type Continuous barrier observation (american)
Barrier Observation Period 06 Nov 2024 - 07 May 2027
Barrier Event No
Distance to Barrier 45.49%
Product Specific Features
Strike Level 100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
Market Price
EUR 5,341.54
Initial Fixing Level EUR 4'800.63 Barrier Level EUR 2'640.35 Distance to Barrier 50.57% Strike Level EUR 4'800.63 Distance to Strike 10.13%
Market Price
USD 6,229.98
Initial Fixing Level USD 5'929.04 Barrier Level USD 3'260.97 Distance to Barrier 47.66% Strike Level USD 5'929.04 Distance to Strike 4.83%
Market Price
CHF 11,954.54
Initial Fixing Level CHF 11'847.29 Barrier Level CHF 6'516.01 Distance to Barrier 45.49% Strike Level CHF 11'847.29 Distance to Strike 0.90%
Created with Highstock 2.1.10No data to displayHighcharts.com
Cannot load the chart. Please try again later
Coupons
Payment Date Amount
Payment Date14 Feb 2025 Amount0.75%
Payment Date14 May 2025 Amount0.75%
Payment Date14 Aug 2025 Amount0.75%
Payment Date14 Nov 2025 Amount0.75%
Payment Date16 Feb 2026 Amount0.75%
Payment Date15 May 2026 Amount0.75%
Payment Date14 Aug 2026 Amount0.75%
Payment Date16 Nov 2026 Amount0.75%
Payment Date15 Feb 2027 Amount0.75%
Payment Date14 May 2027 Amount0.75%
Early Redemption
Observation Date Redemption Amount
Observation Date07 Nov 2025 Redemption Amount100.00%
Observation Date09 Feb 2026 Redemption Amount100.00%
Observation Date07 May 2026 Redemption Amount100.00%
Observation Date07 Aug 2026 Redemption Amount100.00%
Observation Date09 Nov 2026 Redemption Amount100.00%
Observation Date08 Feb 2027 Redemption Amount100.00%