6.00% p.a. Multi Barrier Reverse Convertible
Lindt & Sprüngli, Nestlé, Swatch
Valor
131250411
SIX Symbol
OSFRCH
ISIN
CH1312504116
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
131250411
CH1312504116
OSFRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
15.93%
-9.16%
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
6.00% p.a.
Cash Settlement
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
CHF 250'000.00
CHF 250'000.00
Listed
No
Life Cycle
2 Years
02 Aug 2024
09 Aug 2024
09 Aug 2024
19 Aug 2024
19 Aug 2024
12 Aug 2026
19 Aug 2026
Barrier
59.00%
Continuous barrier observation (american)
09 Aug 2024 - 12 Aug 2026
No
29.02%
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
Lindt & Spruengli
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CHF 11'030.00 CHF 6'507.70 34.92% CHF 11'030.00 -10.30%
Nestlé
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CHF 89.00 CHF 52.51 29.02% CHF 89.00 -20.30%
Swatch
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CHF 180.25 CHF 106.35 34.62% CHF 180.25 -10.82%
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Coupons
Payment Date Amount
19 Nov 2024 1.50%
19 Feb 2025 1.50%
19 May 2025 1.50%
19 Aug 2025 1.50%
19 Nov 2025 1.50%
19 Feb 2026 1.50%
20 May 2026 1.50%
19 Aug 2026 1.50%
Early Redemption
Observation Date Redemption Amount
12 Aug 2025 100.00%
12 Nov 2025 100.00%
12 Feb 2026 100.00%
12 May 2026 100.00%
Lindt & Spruengli
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Lindt & Spruengli
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LISP SW
CHF
CHF 11'030.00
CHF 6'507.70
34.923%
CHF 11'030.00
-10.30%
SIX Swiss Exchange AG
Nestlé
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Nestlé
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NESN SW
CHF
CHF 89.00
CHF 52.51
29.0214%
CHF 89.00
-20.3028%
SIX Swiss Exchange AG
Swatch
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Swatch
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UHR SW
CHF
CHF 180.25
CHF 106.3475
34.6157%
CHF 180.25
-10.8208%
SIX Swiss Exchange AG