9.00% p.a. Multi Barrier Reverse Convertible
Swiss Life, Swiss Re, Swisscom
Valor
133628411
SIX Symbol
OJWRCH
ISIN
CH1336284117
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
133628411
CH1336284117
OJWRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
0.49%
9.94%
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
9.00% 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
Yes
Life Cycle
2 Years
31 May 2024
07 Jun 2024
07 Jun 2024
17 Jun 2024
17 Jun 2024
10 Jun 2026
17 Jun 2026
Barrier
59.00%
Continuous barrier observation (american)
07 Jun 2024 - 10 Jun 2026
No
48.67%
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
Swiss Life
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CHF 637.40 CHF 376.07 55.77% CHF 637.40 25.04%
Swiss Re
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CHF 113.65 CHF 67.05 54.40% CHF 113.65 22.71%
Swisscom
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CHF 503.50 CHF 297.07 48.67% CHF 503.50 13.00%
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Coupons
Payment Date Amount
17 Sep 2024 2.25%
17 Dec 2024 2.25%
17 Mar 2025 2.25%
17 Jun 2025 2.25%
17 Sep 2025 2.25%
17 Dec 2025 2.25%
17 Mar 2026 2.25%
17 Jun 2026 2.25%
Early Redemption
Observation Date Redemption Amount
10 Jun 2025 100.00%
10 Sep 2025 100.00%
10 Dec 2025 100.00%
10 Mar 2026 100.00%
Swiss Life
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Swiss Life
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SLHN SW
CHF
CHF 637.40
CHF 376.066
55.7726%
CHF 637.40
25.0382%
SIX Swiss Exchange AG
Swiss Re
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Swiss Re
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SREN SW
CHF
CHF 113.65
CHF 67.0535
54.4009%
CHF 113.65
22.7134%
SIX Swiss Exchange AG
Swisscom
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Swisscom
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SCMN SW
CHF
CHF 503.50
CHF 297.065
48.6713%
CHF 503.50
13.0022%
SIX Swiss Exchange AG