7.00% p.a. Multi Barrier Reverse Convertible
Allianz, AXA, Swiss Life, Swiss Re
Valor
138612063
SIX Symbol
PCMRCH
ISIN
CH1386120633
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
138612063
CH1386120633
PCMRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
2.29%
3.87%
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
7.00% 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
Yes
Life Cycle
2.5 Years
11 Oct 2024
18 Oct 2024
18 Oct 2024
28 Oct 2024
28 Oct 2024
21 Apr 2027
28 Apr 2027
Barrier
59.00%
Continuous barrier observation (american)
18 Oct 2024 - 21 Apr 2027
No
47.58%
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
Allianz
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EUR 304.30 EUR 179.54 47.58% EUR 304.30 11.15%
AXA
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EUR 36.08 EUR 21.29 48.55% EUR 36.08 12.80%
Swiss Life
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CHF 722.40 CHF 426.22 48.96% CHF 722.40 13.49%
Swiss Re
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CHF 116.80 CHF 68.91 51.13% CHF 116.80 17.16%
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Coupons
Payment Date Amount
28 Jan 2025 1.75%
29 Apr 2025 1.75%
28 Jul 2025 1.75%
28 Oct 2025 1.75%
28 Jan 2026 1.75%
28 Apr 2026 1.75%
28 Jul 2026 1.75%
28 Oct 2026 1.75%
28 Jan 2027 1.75%
28 Apr 2027 1.75%
Early Redemption
Observation Date Redemption Amount
21 Oct 2025 100.00%
21 Jan 2026 100.00%
21 Apr 2026 100.00%
21 Jul 2026 100.00%
21 Oct 2026 100.00%
21 Jan 2027 100.00%
Allianz
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Allianz
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ALV GY
EUR
EUR 304.30
EUR 179.537
47.5804%
EUR 304.30
11.1533%
Xetra
AXA
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AXA
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CS FP
EUR
EUR 36.08
EUR 21.2872
48.5506%
EUR 36.08
12.7976%
Euronext Paris
Swiss Life
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Swiss Life
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SLHN SW
CHF
CHF 722.40
1.3843
CHF 426.216
48.9562%
CHF 722.40
13.485%
SIX Swiss Exchange AG
Swiss Re
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Swiss Re
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SREN SW
CHF
CHF 116.80
8.5616
CHF 68.912
51.1262%
CHF 116.80
17.1631%
SIX Swiss Exchange AG