8.20% p.a. Multi Barrier Reverse Convertible
Alcon, VAT Group
Valor
131250405
SIX Symbol
ORZRCH
ISIN
CH1312504058
Currency
CHF
Bid (indicative)
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250'000.00
Ask (indicative)
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250'000.00
Price on
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Identifiers
131250405
CH1312504058
ORZRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
17.23%
-8.20%
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
8.20% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
CHF 250'000.00
CHF 250'000.00
Listed
No
Life Cycle
1.5 Years
02 Aug 2024
09 Aug 2024
09 Aug 2024
16 Aug 2024
16 Aug 2024
09 Feb 2026
16 Feb 2026
Barrier
65.00%
Continuous barrier observation (american)
09 Aug 2024 - 09 Feb 2026
No
25.06%
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
Alcon
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CHF 80.46 CHF 52.30 30.27% CHF 80.46 -7.28%
VAT Group
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CHF 408.00 CHF 265.20 25.06% CHF 408.00 -15.29%
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Coupons
Payment Date Amount
18 Nov 2024 2.05%
17 Feb 2025 2.05%
16 May 2025 2.05%
18 Aug 2025 2.05%
17 Nov 2025 2.05%
16 Feb 2026 2.05%
Early Redemption
Observation Date Redemption Amount
11 Aug 2025 100.00%
10 Nov 2025 100.00%
Alcon
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Alcon
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ALC SW
CHF
CHF 80.46
12.4285
CHF 52.299
30.268%
CHF 80.46
-7.28%
SIX Swiss Exchange AG
VAT Group
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VAT Group
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VACN SW
CHF
CHF 408.00
2.451
CHF 265.20
25.0636%
CHF 408.00
-15.2868%
SIX Swiss Exchange AG