5.30% p.a. Multi Reverse Convertible
Bayer, Stadler Rail, Swatch
Valor
132462906
SIX Symbol
EPTRCH
ISIN
CH1324629067
Identifiers
132462906
CH1324629067
EPTRCH
Yield Enhancement
Reverse Convertible
Callable Multi Reverse Convertible
1220
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
5.30% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
Listed
Yes
Life Cycle
4 Years
25 Mar 2024
03 Apr 2024
03 Apr 2024
27 Mar 2028
03 Apr 2028
Product Specific Features
70.00%
Performance
Name Market Price Initial Fixing Level Strike Level Distance to Strike
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EUR 26.87 EUR 18.81 32.24%
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CHF 27.76 CHF 19.43 8.17%
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CHF 201.10 CHF 140.77 -4.51%
Coupons
Payment Date Amount
04 Jul 2024 1.325%
04 Oct 2024 1.325%
07 Jan 2025 1.325%
03 Apr 2025 1.325%
04 Jul 2025 1.325%
06 Oct 2025 1.325%
07 Jan 2026 1.325%
07 Apr 2026 1.325%
06 Jul 2026 1.325%
05 Oct 2026 1.325%
05 Jan 2027 1.325%
06 Apr 2027 1.325%
05 Jul 2027 1.325%
04 Oct 2027 1.325%
03 Jan 2028 1.325%
03 Apr 2028 1.325%
Early Redemption
Observation Date Redemption Amount
27 Mar 2026 100.00%
29 Jun 2026 100.00%
28 Sep 2026 100.00%
28 Dec 2026 100.00%
30 Mar 2027 100.00%
28 Jun 2027 100.00%
27 Sep 2027 100.00%
27 Dec 2027 100.00%
Bayer
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Bayer
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BAYN GY
EUR
EUR 26.87
EUR 18.809
32.2442%
Xetra
Stadler Rail
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Stadler Rail
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SRAIL SW
CHF
CHF 27.76
51.4615
CHF 19.432
8.1664%
SIX Swiss Exchange AG
Swatch
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Swatch
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UHR SW
CHF
CHF 201.10
7.1038
CHF 140.77
-4.5063%
SIX Swiss Exchange AG