8.30% p.a. Multi Barrier Reverse Convertible
Richemont, Givaudan, Holcim Amrize Basket
Valor
131250294
SIX Symbol
ORERCH
ISIN
CH1312502946
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
131250294
CH1312502946
ORERCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
1.74%
5.76%
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
8.30% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 5'000.00
CHF
CHF 250'000.00
CHF 250'000.00
Listed
No
Life Cycle
2 Years
26 Jul 2024
02 Aug 2024
02 Aug 2024
12 Aug 2024
12 Aug 2024
05 Aug 2026
12 Aug 2026
Barrier
60.00%
Continuous barrier observation (american)
02 Aug 2024 - 05 Aug 2026
No
32.61%
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
Richemont
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CHF 127.55 CHF 76.53 48.38% CHF 127.55 13.96%
Givaudan
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CHF 4'197.00 CHF 2'518.20 32.61% CHF 4'197.00 -12.31%
Holcim Amrize Basket
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CHF 76.60 CHF 45.96 56.00% CHF 76.60 26.66%
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Coupons
Payment Date Amount
12 Nov 2024 2.075%
12 Feb 2025 2.075%
12 May 2025 2.075%
12 Aug 2025 2.075%
12 Nov 2025 2.075%
12 Feb 2026 2.075%
12 May 2026 2.075%
12 Aug 2026 2.075%
Early Redemption
Observation Date Redemption Amount
05 Aug 2025 100.00%
05 Nov 2025 100.00%
05 Feb 2026 100.00%
05 May 2026 100.00%
Richemont
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Richemont
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CFR SW
CHF
CHF 127.55
39.2003
CHF 76.53
48.3777%
CHF 127.55
13.9629%
SIX Swiss Exchange AG
Givaudan
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Givaudan
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GIVN SW
CHF
CHF 4'197.00
1.1913
CHF 2'518.20
32.6144%
CHF 4'197.00
-12.3093%
SIX Swiss Exchange AG
Holcim Amrize Basket
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Holcim Amrize Basket
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CHF
CHF 76.60
65.2742
CHF 45.96
55.997%
CHF 76.60
26.6617%
SIX Swiss Exchange AG