Product Details

6.60% p.a. Multi Barrier Reverse Convertible

EURO STOXX 50^® Index, S&P 500^®, Swiss Market Index^®

Valor

138612518

SIX Symbol

PFGRCH

ISIN

CH1386125186

Currency

USD

Bid (indicative)

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150'000.00

Ask (indicative)

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150'000.00

Price on

Termsheet

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Report

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KID

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Target Market Assessment

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6.60% p.a. Multi Barrier Reverse Convertible on EURO STOXX 50® Index, S&P 500®, Swiss Market Index®

Identifiers

Valor 138612518

ISIN CH1386125186

SIX Symbol PFGRCH

Product Category Yield Enhancement

Product Group Barrier Reverse Convertible

Product Type Callable Multi Barrier Reverse Convertible

SSPA Product Type 1230

Figures

Yield To Call 3.53%

Performance 2.28%

Parameters

Issuer Raiffeisen Switzerland B.V., Amsterdam, The Netherlands

Guarantor Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland

Coupon Payment Quarterly

Coupon 6.60% p.a.

Settlement Type Cash Settlement or Delivery of Underlying

Quoting Type Dirty (accrued interest included)

Issue Price 100%

Denomination USD 1'000.00

Currency USD

Tradable Volume Bid USD 150'000.00

Tradable Volume Ask USD 150'000.00

Exchange Listed

Quanto Yes

Life Cycle

Tenor 2 Years

Start Subscription Period 01 Nov 2024

End Subscription Period 08 Nov 2024

Initial Fixing Date 08 Nov 2024

Issue Date 19 Nov 2024

First Trading Day 19 Nov 2024

Maturity 12 Nov 2026

Redemption Date 19 Nov 2026

Barrier

Barrier 57.00%

Barrier Type Continuous barrier observation (american)

Barrier Observation Period 08 Nov 2024 - 12 Nov 2026

Barrier Event No

Distance to Barrier 43.78%

Product Specific Features

Strike Level 100.00%

Performance

Name	Market Price	Initial Fixing Level	Barrier Level	Distance to Barrier	Strike Level	Distance to Strike
Euro STOXX 50	{{ underlyings['67110204'].currency }} {{ underlyings['67110204'].underlyingFeed.spot \| number:2 }}	EUR 4'802.76	EUR 2'737.57	49.09%	EUR 4'802.76	10.68%
S&P 500	{{ underlyings['67115459'].currency }} {{ underlyings['67115459'].underlyingFeed.spot \| number:2 }}	USD 5'995.54	USD 3'417.46	45.66%	USD 5'995.54	4.66%
SMI	{{ underlyings['67108956'].currency }} {{ underlyings['67108956'].underlyingFeed.spot \| number:2 }}	CHF 11'797.72	CHF 6'724.70	43.78%	CHF 11'797.72	1.37%

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Coupons

Payment Date	Amount
20 Feb 2025	1.65%
19 May 2025	1.65%
19 Aug 2025	1.65%
19 Nov 2025	1.65%
20 Feb 2026	1.65%
19 May 2026	1.65%
19 Aug 2026	1.65%
19 Nov 2026	1.65%

Early Redemption

Observation Date	Redemption Amount
12 Nov 2025	100.00%
12 Feb 2026	100.00%
12 May 2026	100.00%
12 Aug 2026	100.00%

Euro STOXX 50

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Name Euro STOXX 50

Spot Price

Bloomberg Ticker SX5E

Currency EUR

Initial Fixing Level EUR 4'802.76

Barrier Level EUR 2'737.5732

Distance to Barrier Level 49.0888%

Strike Level EUR 4'802.76

Distance to Strike Level 10.6821%

Market STOXX Europe Calendar

S&P 500

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Name S&P 500

Spot Price

Bloomberg Ticker SPX

Currency USD

Initial Fixing Level USD 5'995.54

Conversion Ratio 0.1668

Barrier Level USD 3'417.4578

Distance to Barrier Level 45.6566%

Strike Level USD 5'995.54

Distance to Strike Level 4.6606%

Market NYSE

SMI

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Name SMI

Spot Price

Bloomberg Ticker SMI

Currency CHF

Initial Fixing Level CHF 11'797.72

Barrier Level CHF 6'724.7004

Distance to Barrier Level 43.7815%

Strike Level CHF 11'797.72

Distance to Strike Level 1.3711%

Market SIX Swiss Exchange AG

Phone: +41 44 226 72 20
Email: structuredproducts@raiffeisen.ch
Website: https://structuredproducts.raiffeisen.ch/
Address: Raiffeisen Switzerland Cooperative
The Circle 66
Postfach
8058 Zürich-Flughafen

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