Product details Underlyings
2.10% p.a. Multi Barrier Reverse Convertible
EURO STOXX 50® Index, Nomura Nikkei 225 - ETF, S&P 500®, Swiss Market Index®
Valor
138612321
ISIN
CH1386123215
Currency
CHF
Bid (indicative)
97.15%
250'000.00
Ask (indicative)
98.15%
250'000.00
Price on
10:50
28 May 2025
Issue Terms

2.10% p.a. Multi Barrier Reverse Convertible on EURO STOXX 50® Index, Nomura Nikkei 225 - ETF, S&P 500®, Swiss Market Index®

Identifiers
Valor 138612321
ISIN CH1386123215
Product Category Yield Enhancement
Product Group Barrier Reverse Convertible
Product Type Callable Multi Barrier Reverse Convertible
SSPA Product Type 1230
Figures
Yield To Call 2.95%
Performance -1.80%
Parameters
Issuer Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Guarantor Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Coupon Payment Quarterly
Coupon 2.10% p.a.
Settlement Type Cash Settlement or Delivery of Underlying
Quoting Type Dirty (accrued interest included)
Issue Price 100%
Denomination CHF 250'000.00
Currency CHF
Tradable Volume Bid CHF 250'000.00
Tradable Volume Ask CHF 250'000.00
Exchange Unlisted
Quanto Yes
Life Cycle
Tenor 2 Years
Initial Fixing Date 13 Nov 2024
Issue Date 20 Nov 2024
First Trading Day 20 Nov 2024
Maturity 13 Nov 2026
Redemption Date 20 Nov 2026
Barrier
Barrier 59.00%
Barrier Type Barrier observation at maturity only (European)
Barrier Observation Period 13 Nov 2026 - 13 Nov 2026
Barrier Event No
Distance to Barrier 39.76%
Product Specific Features
Strike Level 80.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
Market Price
EUR 5,398.82
Initial Fixing Level EUR 4'740.49 Barrier Level EUR 2'796.89 Distance to Barrier 48.19% Strike Level EUR 3'792.39 Distance to Strike 29.76%
Market Price
JPY 39,540.00
Initial Fixing Level JPY 40'370.00 Barrier Level JPY 23'818.30 Distance to Barrier 39.76% Strike Level JPY 32'296.00 Distance to Strike 18.32%
Market Price
USD 5,909.86
Initial Fixing Level USD 5'985.75 Barrier Level USD 3'531.59 Distance to Barrier 40.24% Strike Level USD 4'788.60 Distance to Strike 18.97%
Market Price
CHF 12,238.79
Initial Fixing Level CHF 11'667.77 Barrier Level CHF 6'883.98 Distance to Barrier 43.75% Strike Level CHF 9'334.22 Distance to Strike 23.73%
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Coupons
Payment Date Amount
Payment Date20 Feb 2025 Amount0.525%
Payment Date20 May 2025 Amount0.525%
Payment Date20 Aug 2025 Amount0.525%
Payment Date20 Nov 2025 Amount0.525%
Payment Date20 Feb 2026 Amount0.525%
Payment Date21 May 2026 Amount0.525%
Payment Date20 Aug 2026 Amount0.525%
Payment Date20 Nov 2026 Amount0.525%
Early Redemption
Observation Date Redemption Amount
Observation Date13 Nov 2025 Redemption Amount100.00%
Observation Date13 Feb 2026 Redemption Amount100.00%
Observation Date13 May 2026 Redemption Amount100.00%
Observation Date13 Aug 2026 Redemption Amount100.00%