Product details Underlyings
5.10% p.a. Multi Barrier Reverse Convertible
EURO STOXX 50® Index, S&P 500®, Swiss Market Index®
Valor
138612551
SIX Symbol
PGRRCH
ISIN
CH1386125517
Target Market Assessment Issue Terms

5.10% p.a. Multi Barrier Reverse Convertible on EURO STOXX 50® Index, S&P 500®, Swiss Market Index®

Identifiers
Valor 138612551
ISIN CH1386125517
SIX Symbol PGRRCH
Product Category Yield Enhancement
Product Group Barrier Reverse Convertible
Product Type Callable Multi Barrier Reverse Convertible
SSPA Product Type 1230
Parameters
Issuer Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Guarantor Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Coupon Payment Quarterly
Coupon 5.10% p.a.
Settlement Type Cash Settlement or Delivery of Underlying
Quoting Type Dirty (accrued interest included)
Issue Price 100%
Denomination EUR 1'000.00
Currency EUR
Exchange Listed
Quanto Yes
Life Cycle
Tenor 2.5 Years
Start Subscription Period 08 Nov 2024
End Subscription Period 15 Nov 2024
Initial Fixing Date 15 Nov 2024
Issue Date 25 Nov 2024
First Trading Day 25 Nov 2024
Maturity 18 May 2027
Redemption Date 25 May 2027
Barrier
Barrier 59.00%
Barrier Type Continuous barrier observation (american)
Barrier Observation Period 15 Nov 2024 - 18 May 2027
Barrier Event No
Distance to Barrier 42.25%
Product Specific Features
Strike Level 100.00%
Performance
Name Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
Name Market Price
EUR 5,421.52
Initial Fixing Level EUR 4'794.85 Barrier Level EUR 2'828.96 Distance to Barrier 47.82% Strike Level EUR 4'794.85 Distance to Strike 11.56%
Name Market Price
USD 5,998.20
Initial Fixing Level USD 5'870.62 Barrier Level USD 3'463.67 Distance to Barrier 42.25% Strike Level USD 5'870.62 Distance to Strike 2.13%
Name Market Price
CHF 12,365.30
Initial Fixing Level CHF 11'627.04 Barrier Level CHF 6'859.95 Distance to Barrier 44.52% Strike Level CHF 11'627.04 Distance to Strike 5.97%
Coupons
Payment Date Amount
Payment Date25 Feb 2025 Amount1.275%
Payment Date26 May 2025 Amount1.275%
Payment Date25 Aug 2025 Amount1.275%
Payment Date25 Nov 2025 Amount1.275%
Payment Date25 Feb 2026 Amount1.275%
Payment Date25 May 2026 Amount1.275%
Payment Date25 Aug 2026 Amount1.275%
Payment Date25 Nov 2026 Amount1.275%
Payment Date25 Feb 2027 Amount1.275%
Payment Date25 May 2027 Amount1.275%
Early Redemption
Observation Date Redemption Amount
Observation Date18 Nov 2025 Redemption Amount100.00%
Observation Date18 Feb 2026 Redemption Amount100.00%
Observation Date18 May 2026 Redemption Amount100.00%
Observation Date18 Aug 2026 Redemption Amount100.00%
Observation Date18 Nov 2026 Redemption Amount100.00%
Observation Date18 Feb 2027 Redemption Amount100.00%