8.80% p.a. Multi Barrier Reverse Convertible
Eli Lilly, Merck, Pfizer
Valor
133628080
SIX Symbol
OHTRCH
ISIN
CH1336280800
Currency
USD
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
133628080
CH1336280800
OHTRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
14.32%
-2.60%
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
8.80% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
USD 1'000.00
USD
USD 250'000.00
USD 250'000.00
Listed
No
Life Cycle
1.75 Years
17 May 2024
24 May 2024
24 May 2024
03 Jun 2024
03 Jun 2024
24 Feb 2026
03 Mar 2026
Barrier
49.00%
Continuous barrier observation (american)
24 May 2024 - 24 Feb 2026
No
20.29%
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
Eli Lilly
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USD 807.43 USD 395.64 48.52% USD 807.43 -5.07%
Merck
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USD 129.49 USD 63.45 20.29% USD 129.49 -62.68%
Pfizer
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USD 28.88 USD 14.15 40.02% USD 28.88 -22.40%
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Coupons
Payment Date Amount
03 Sep 2024 2.20%
03 Dec 2024 2.20%
03 Mar 2025 2.20%
03 Jun 2025 2.20%
02 Sep 2025 2.20%
02 Dec 2025 2.20%
03 Mar 2026 2.20%
Early Redemption
Observation Date Redemption Amount
27 May 2025 100.00%
25 Aug 2025 100.00%
24 Nov 2025 100.00%
Eli Lilly
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Eli Lilly
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LLY UN
USD
USD 807.43
1.2385
USD 395.6407
48.5165%
USD 807.43
-5.0684%
NYSE
Merck
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Merck
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MRK UN
USD
USD 129.49
7.7226
USD 63.4501
20.2888%
USD 129.49
-62.6759%
NYSE
Pfizer
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Pfizer
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PFE UN
USD
USD 28.88
34.626
USD 14.1512
40.0246%
USD 28.88
-22.3988%
NYSE