5.75% p.a. Barrier Reverse Convertible
L'Oréal
Valor
132462732
SIX Symbol
EPSRCH
ISIN
CH1324627327
Identifiers
132462732
CH1324627327
EPSRCH
Yield Enhancement
Barrier Reverse Convertible
Autocallable Multi Barrier Reverse Convertible
1230
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
5.75% p.a.
Cash Settlement
Dirty (accrued interest included)
100%
EUR 1'000.00
EUR
Listed
No
Life Cycle
3 Years
13 Mar 2024
22 Mar 2024
22 Mar 2024
15 Mar 2027
22 Mar 2027
Barrier
60.00%
Barrier observation at maturity only (European)
15 Mar 2027 - 15 Mar 2027
No
28.28%
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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EUR 454.20 EUR 272.52 28.28% EUR 454.20 -19.53%
Coupons
Payment Date Amount
24 Jun 2024 1.438%
23 Sep 2024 1.438%
23 Dec 2024 1.438%
24 Mar 2025 1.438%
23 Jun 2025 1.438%
22 Sep 2025 1.438%
22 Dec 2025 1.438%
23 Mar 2026 1.438%
22 Jun 2026 1.438%
22 Sep 2026 1.438%
22 Dec 2026 1.438%
22 Mar 2027 1.438%
Early Redemption
Observation Date Trigger Level Redemption Amount
17 Mar 2025 100.00% 100.00%
16 Jun 2025 100.00% 100.00%
15 Sep 2025 100.00% 100.00%
15 Dec 2025 100.00% 100.00%
16 Mar 2026 100.00% 100.00%
15 Jun 2026 100.00% 100.00%
15 Sep 2026 100.00% 100.00%
15 Dec 2026 100.00% 100.00%
L'Oréal
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L'Oréal
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OR FP
EUR
EUR 454.20
EUR 272.52
28.2842%
EUR 454.20
-19.5263%
Euronext Paris