4.00% p.a. Multi Barrier Reverse Convertible
EURO STOXX 50® Index, S&P 500®, Swiss Market Index®
Valor
138612305
SIX Symbol
PEERCH
ISIN
CH1386123058
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
138612305
CH1386123058
PEERCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
6.22%
-2.83%
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
4.00% 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
Yes
Life Cycle
2.5 Years
25 Oct 2024
01 Nov 2024
01 Nov 2024
12 Nov 2024
12 Nov 2024
05 May 2027
12 May 2027
Barrier
65.00%
Continuous barrier observation (american)
01 Nov 2024 - 05 May 2027
No
32.41%
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
Euro STOXX 50
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EUR 4'877.75 EUR 3'170.54 38.71% EUR 4'877.75 5.71%
S&P 500
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USD 5'728.80 USD 3'723.72 32.41% USD 5'728.80 -3.98%
SMI
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CHF 11'967.20 CHF 7'778.68 35.78% CHF 11'967.20 1.20%
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Coupons
Payment Date Amount
12 Feb 2025 1.00%
12 May 2025 1.00%
12 Aug 2025 1.00%
12 Nov 2025 1.00%
12 Feb 2026 1.00%
12 May 2026 1.00%
12 Aug 2026 1.00%
12 Nov 2026 1.00%
12 Feb 2027 1.00%
12 May 2027 1.00%
Early Redemption
Observation Date Redemption Amount
05 Nov 2025 100.00%
05 Feb 2026 100.00%
05 May 2026 100.00%
05 Aug 2026 100.00%
05 Nov 2026 100.00%
05 Feb 2027 100.00%
Euro STOXX 50
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Euro STOXX 50
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SX5E
EUR
EUR 4'877.75
EUR 3'170.5375
38.7098%
EUR 4'877.75
5.7073%
STOXX Europe Calendar
S&P 500
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S&P 500
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SPX
USD
USD 5'728.80
USD 3'723.72
32.4135%
USD 5'728.80
-3.9792%
NYSE
SMI
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SMI
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SMI
CHF
CHF 11'967.20
0.0836
CHF 7'778.68
35.7795%
CHF 11'967.20
1.1993%
SIX Swiss Exchange AG