7.20% p.a. Multi Barrier Reverse Convertible
ABB, Roche, Swisscom
Valor
128208196
SIX Symbol
ODRRCH
ISIN
CH1282081962
Identifiers
128208196
CH1282081962
ODRRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
7.20% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
Listed
No
Life Cycle
2 Years
19 Apr 2024
26 Apr 2024
26 Apr 2024
06 May 2024
06 May 2024
29 Apr 2026
06 May 2026
Barrier
65.00%
Continuous barrier observation (american)
26 Apr 2024 - 29 Apr 2026
No
41.23%
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 44.94 CHF 29.21 44.08% CHF 44.94 13.97%
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CHF 221.00 CHF 143.65 44.43% CHF 221.00 14.51%
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CHF 505.00 CHF 328.25 41.23% CHF 505.00 9.58%
Coupons
Payment Date Amount
06 Aug 2024 1.80%
05 Nov 2024 1.80%
05 Feb 2025 1.80%
07 May 2025 1.80%
06 Aug 2025 1.80%
05 Nov 2025 1.80%
05 Feb 2026 1.80%
06 May 2026 1.80%
Early Redemption
Observation Date Redemption Amount
29 Apr 2025 100.00%
29 Jul 2025 100.00%
29 Oct 2025 100.00%
29 Jan 2026 100.00%
ABB
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ABB
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ABBN SW
CHF
CHF 44.94
22.2519
CHF 29.211
44.0831%
CHF 44.94
13.974%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 221.00
4.5249
CHF 143.65
44.4294%
CHF 221.00
14.5068%
SIX Swiss Exchange AG
Swisscom
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Swisscom
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SCMN SW
CHF
CHF 505.00
1.9802
CHF 328.25
41.2265%
CHF 505.00
9.5792%
SIX Swiss Exchange AG