Product Details

3.70% p.a. Multi Barrier Reverse Convertible

EURO STOXX 50^® Index, S&P 500^®, Swiss Market Index^®

Valor

132462776

SIX Symbol

NYMRCH

ISIN

CH1324627764

Currency

CHF

Bid (indicative)

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150'000.00

Ask (indicative)

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150'000.00

Price on

Termsheet

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Report

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KID

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3.70% p.a. Multi Barrier Reverse Convertible on EURO STOXX 50® Index, S&P 500®, Swiss Market Index®

Identifiers

Valor 132462776

ISIN CH1324627764

SIX Symbol NYMRCH

Product Category Yield Enhancement

Product Group Barrier Reverse Convertible

Product Type Callable Multi Barrier Reverse Convertible

SSPA Product Type 1230

Figures

Yield To Call 2.06%

Performance 2.72%

Parameters

Issuer Raiffeisen Switzerland B.V., Amsterdam, The Netherlands

Guarantor Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland

Coupon Payment Quarterly

Coupon 3.70% p.a.

Settlement Type Cash Settlement or Delivery of Underlying

Quoting Type Dirty (accrued interest included)

Issue Price 100%

Denomination CHF 1'000.00

Currency CHF

Tradable Volume Bid CHF 150'000.00

Tradable Volume Ask CHF 150'000.00

Exchange Listed

Quanto Yes

Life Cycle

Tenor 3 Years

Start Subscription Period 08 Mar 2024

End Subscription Period 15 Mar 2024

Initial Fixing Date 15 Mar 2024

Issue Date 22 Mar 2024

First Trading Day 22 Mar 2024

Maturity 15 Mar 2027

Redemption Date 22 Mar 2027

Barrier

Barrier 60.00%

Barrier Type Continuous barrier observation (american)

Barrier Observation Period 15 Mar 2024 - 15 Mar 2027

Barrier Event No

Distance to Barrier 40.40%

Product Specific Features

Strike Level 100.00%

Performance

Name	Market Price	Initial Fixing Level	Barrier Level	Distance to Barrier	Strike Level	Distance to Strike
Euro STOXX 50	{{ underlyings['67110204'].currency }} {{ underlyings['67110204'].underlyingFeed.spot \| number:2 }}	EUR 4'986.02	EUR 2'991.61	42.77%	EUR 4'986.02	4.61%
S&P 500	{{ underlyings['67115459'].currency }} {{ underlyings['67115459'].underlyingFeed.spot \| number:2 }}	USD 5'117.09	USD 3'070.25	50.81%	USD 5'117.09	18.01%
SMI	{{ underlyings['67108956'].currency }} {{ underlyings['67108956'].underlyingFeed.spot \| number:2 }}	CHF 11'676.13	CHF 7'005.68	40.40%	CHF 11'676.13	0.67%

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Coupons

Payment Date	Amount
24 Jun 2024	0.925%
23 Sep 2024	0.925%
23 Dec 2024	0.925%
24 Mar 2025	0.925%
23 Jun 2025	0.925%
22 Sep 2025	0.925%
22 Dec 2025	0.925%
23 Mar 2026	0.925%
22 Jun 2026	0.925%
22 Sep 2026	0.925%
22 Dec 2026	0.925%
22 Mar 2027	0.925%

Early Redemption

Observation Date	Redemption Amount
17 Mar 2025	100.00%
16 Jun 2025	100.00%
15 Sep 2025	100.00%
15 Dec 2025	100.00%
16 Mar 2026	100.00%
15 Jun 2026	100.00%
15 Sep 2026	100.00%
15 Dec 2026	100.00%

Euro STOXX 50

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Name Euro STOXX 50

Spot Price

Bloomberg Ticker SX5E

Currency EUR

Initial Fixing Level EUR 4'986.02

Barrier Level EUR 2'991.612

Distance to Barrier Level 42.7679%

Strike Level EUR 4'986.02

Distance to Strike Level 4.6132%

Market STOXX Europe Calendar

S&P 500

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Name S&P 500

Spot Price

Bloomberg Ticker SPX

Currency USD

Initial Fixing Level USD 5'117.09

Barrier Level USD 3'070.254

Distance to Barrier Level 50.8083%

Strike Level USD 5'117.09

Distance to Strike Level 18.0138%

Market NYSE

SMI

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Name SMI

Spot Price

Bloomberg Ticker SMI

Currency CHF

Initial Fixing Level CHF 11'676.13

Conversion Ratio 0.0856

Barrier Level CHF 7'005.678

Distance to Barrier Level 40.4046%

Strike Level CHF 11'676.13

Distance to Strike Level 0.6743%

Market SIX Swiss Exchange AG

Phone: +41 44 226 72 20
Email: structuredproducts@raiffeisen.ch
Website: https://structuredproducts.raiffeisen.ch/
Address: Raiffeisen Switzerland Cooperative
The Circle 66
Postfach
8058 Zürich-Flughafen

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