6.40% p.a. Multi Barrier Reverse Convertible
ABB, Geberit, Swisscom
Valor
128208004
SIX Symbol
OAFRCH
ISIN
CH1282080048
Identifiers
128208004
CH1282080048
OAFRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
6.40% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
Listed
No
Life Cycle
2 Years
22 Mar 2024
28 Mar 2024
28 Mar 2024
08 Apr 2024
08 Apr 2024
01 Apr 2026
08 Apr 2026
Barrier
59.00%
Continuous barrier observation (american)
28 Mar 2024 - 01 Apr 2026
No
39.30%
Product Specific Features
100.00%
Performance
Name Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
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CHF 41.89 CHF 24.72 40.59% CHF 41.89 -0.70%
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CHF 533.00 CHF 314.47 43.34% CHF 533.00 3.96%
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CHF 551.40 CHF 325.33 39.30% CHF 551.40 -2.87%
Coupons
Payment Date Amount
08 Jul 2024 1.60%
08 Oct 2024 1.60%
10 Jan 2025 1.60%
08 Apr 2025 1.60%
08 Jul 2025 1.60%
08 Oct 2025 1.60%
12 Jan 2026 1.60%
08 Apr 2026 1.60%
Early Redemption
Observation Date Redemption Amount
01 Apr 2025 100.00%
01 Jul 2025 100.00%
01 Oct 2025 100.00%
05 Jan 2026 100.00%
ABB
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ABB
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ABBN SW
CHF
CHF 41.89
23.872
CHF 24.7151
40.5887%
CHF 41.89
-0.6971%
SIX Swiss Exchange AG
Geberit
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Geberit
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GEBN SW
CHF
CHF 533.00
1.8762
CHF 314.47
43.3387%
CHF 533.00
3.964%
SIX Swiss Exchange AG
Swisscom
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Swisscom
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SCMN SW
CHF
CHF 551.40
1.8136
CHF 325.326
39.3049%
CHF 551.40
-2.8731%
SIX Swiss Exchange AG