9.50% p.a. Multi Barrier Reverse Convertible
Amazon, The Walt Disney Company
Valor
133628051
SIX Symbol
OGFRCH
ISIN
CH1336280511
Identifiers
133628051
CH1336280511
OGFRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
9.50% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
USD 1'000.00
USD
Listed
No
Life Cycle
1.5 Years
03 May 2024
10 May 2024
10 May 2024
17 May 2024
17 May 2024
10 Nov 2025
17 Nov 2025
Barrier
49.00%
Continuous barrier observation (american)
10 May 2024 - 10 Nov 2025
No
55.94%
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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USD 187.48 USD 91.87 56.19% USD 187.48 10.59%
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USD 105.79 USD 51.84 55.94% USD 105.79 10.08%
Coupons
Payment Date Amount
19 Aug 2024 2.375%
18 Nov 2024 2.375%
18 Feb 2025 2.375%
19 May 2025 2.375%
18 Aug 2025 2.375%
17 Nov 2025 2.375%
Early Redemption
Observation Date Redemption Amount
12 May 2025 100.00%
11 Aug 2025 100.00%
Amazon
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Amazon
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AMZN UQ
USD
USD 187.48
5.3339
USD 91.8652
56.19%
USD 187.48
10.5918%
NASDAQ
The Walt Disney Company
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The Walt Disney Company
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DIS UN
USD
USD 105.79
9.4527
USD 51.8371
55.9396%
USD 105.79
10.0807%
NYSE