5.75% p.a. Multi Barrier Reverse Convertible
Swiss Life, Swiss Re, Zurich Insurance
Valor
131250180
ISIN
CH1312501807
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
131250180
CH1312501807
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
1.22%
3.53%
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
5.75% 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
Unlisted
No
Life Cycle
2 Years
23 Aug 2024
02 Sep 2024
02 Sep 2024
24 Aug 2026
02 Sep 2026
Barrier
60.00%
Continuous barrier observation (american)
23 Aug 2024 - 24 Aug 2026
No
49.50%
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
Swiss Life
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CHF 677.40 CHF 406.44 50.75% CHF 677.40 17.91%
Swiss Re
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CHF 117.85 CHF 70.71 50.72% CHF 117.85 17.87%
Zurich Insurance
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CHF 488.80 CHF 293.28 49.50% CHF 488.80 15.84%
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Coupons
Payment Date Amount
02 Dec 2024 1.438%
03 Mar 2025 1.438%
03 Jun 2025 1.438%
01 Sep 2025 1.438%
01 Dec 2025 1.438%
03 Mar 2026 1.438%
02 Jun 2026 1.438%
02 Sep 2026 1.438%
Early Redemption
Observation Date Redemption Amount
25 Aug 2025 100.00%
24 Nov 2025 100.00%
24 Feb 2026 100.00%
26 May 2026 100.00%
Swiss Life
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Swiss Life
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SLHN SW
CHF
CHF 677.40
1.4762
CHF 406.44
50.7465%
CHF 677.40
17.9108%
SIX Swiss Exchange AG
Swiss Re
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Swiss Re
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SREN SW
CHF
CHF 117.85
8.4854
CHF 70.71
50.7247%
CHF 117.85
17.8746%
SIX Swiss Exchange AG
Zurich Insurance
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Zurich Insurance
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ZURN SW
CHF
CHF 488.80
2.0458
CHF 293.28
49.5041%
CHF 488.80
15.8402%
SIX Swiss Exchange AG