Product details Underlyings
9.60% p.a. Multi Barrier Reverse Convertible
Julius Bär, Swiss Life, Swiss Re, UBS
Valor
140863176
SIX Symbol
LWTRCH
ISIN
CH1408631765
Currency
CHF
Bid (indicative)
95.74%
250'000.00
Ask (indicative)
96.54%
235'000.00
Price on
18:13
10 Jun 2025
Issue Terms

9.60% p.a. Multi Barrier Reverse Convertible on Julius Bär, Swiss Life, Swiss Re, UBS

Identifiers
Valor 140863176
ISIN CH1408631765
SIX Symbol LWTRCH
Product Category Yield Enhancement
Product Group Barrier Reverse Convertible
Product Type Callable Multi Barrier Reverse Convertible
SSPA Product Type 1230
Figures
Yield To Call 11.04%
Performance -1.86%
Parameters
Issuer Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Guarantor Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Coupon Payment Quarterly
Coupon 9.60% p.a.
Settlement Type Cash Settlement or Delivery of Underlying
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 235'000.00
Exchange Listed
Quanto No
Life Cycle
Tenor 1.5 Years
Initial Fixing Date 05 Feb 2025
Issue Date 12 Feb 2025
First Trading Day 12 Feb 2025
Maturity 05 Aug 2026
Redemption Date 12 Aug 2026
Barrier
Barrier 59.00%
Barrier Type Continuous barrier observation (american)
Barrier Observation Period 05 Feb 2025 - 05 Aug 2026
Barrier Event No
Distance to Barrier 35.17%
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
CHF 52.78
Initial Fixing Level CHF 56.50 Barrier Level CHF 33.34 Distance to Barrier 36.84% Strike Level CHF 56.50 Distance to Strike -7.05%
Market Price
CHF 817.60
Initial Fixing Level CHF 748.60 Barrier Level CHF 441.67 Distance to Barrier 45.98% Strike Level CHF 748.60 Distance to Strike 8.44%
Market Price
CHF 142.50
Initial Fixing Level CHF 140.45 Barrier Level CHF 82.87 Distance to Barrier 41.85% Strike Level CHF 140.45 Distance to Strike 1.44%
Market Price
CHF 26.53
Initial Fixing Level CHF 29.15 Barrier Level CHF 17.20 Distance to Barrier 35.17% Strike Level CHF 29.15 Distance to Strike -9.88%
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Coupons
Payment Date Amount
Payment Date12 May 2025 Amount2.40%
Payment Date12 Aug 2025 Amount2.40%
Payment Date12 Nov 2025 Amount2.40%
Payment Date12 Feb 2026 Amount2.40%
Payment Date12 May 2026 Amount2.40%
Payment Date12 Aug 2026 Amount2.40%
Early Redemption
Observation Date Redemption Amount
Observation Date05 Feb 2026 Redemption Amount100.00%
Observation Date05 May 2026 Redemption Amount100.00%