Product Details

4.50% p.a. Multi Barrier Reverse Convertible

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

Valor

135618491

ISIN

CH1356184916

Currency

CHF

Bid (indicative)

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250'000.00

Ask (indicative)

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250'000.00

Price on

Termsheet

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Report

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KID

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4.50% p.a. Multi Barrier Reverse Convertible on EURO STOXX 50® Index, Halliburton, S&P 500®, Swiss Market Index®

Identifiers

Valor 135618491

ISIN CH1356184916

Product Category Yield Enhancement

Product Group Barrier Reverse Convertible

Product Type Autocallable Multi Barrier Reverse Convertible

SSPA Product Type 1230

Figures

Yield To Call 30.43%

Performance -18.97%

Parameters

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

Guarantor Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland

Coupon Payment Quarterly

Coupon 4.50% 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 250'000.00

Tradable Volume Ask CHF 250'000.00

Exchange Unlisted

Quanto Yes

Life Cycle

Tenor 2 Years

Initial Fixing Date 13 Jun 2024

Issue Date 24 Jun 2024

First Trading Day 24 Jun 2024

Maturity 15 Jun 2026

Redemption Date 24 Jun 2026

Barrier

Barrier 61.00%

Barrier Type Barrier observation at maturity only (European)

Barrier Observation Period 15 Jun 2026 - 15 Jun 2026

Barrier Event No

Distance to Barrier 2.09%

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 4'935.50	EUR 3'010.66	43.16%	EUR 4'935.50	6.82%
Halliburton	{{ underlyings['67355950'].currency }} {{ underlyings['67355950'].underlyingFeed.spot \| number:2 }}	USD 33.77	USD 20.60	2.09%	USD 33.77	-60.50%
S&P 500	{{ underlyings['67115459'].currency }} {{ underlyings['67115459'].underlyingFeed.spot \| number:2 }}	USD 5'433.74	USD 3'314.58	47.46%	USD 5'433.74	13.87%
SMI	{{ underlyings['67108956'].currency }} {{ underlyings['67108956'].underlyingFeed.spot \| number:2 }}	CHF 12'095.99	CHF 7'378.55	37.79%	CHF 12'095.99	-1.99%

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Coupons

Payment Date	Amount
23 Sep 2024	1.125%
23 Dec 2024	1.125%
24 Mar 2025	1.125%
23 Jun 2025	1.125%
22 Sep 2025	1.125%
22 Dec 2025	1.125%
23 Mar 2026	1.125%
24 Jun 2026	1.125%

Early Redemption

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

Euro STOXX 50

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Name Euro STOXX 50

Spot Price

Bloomberg Ticker SX5E

Currency EUR

Initial Fixing Level EUR 4'935.50

Barrier Level EUR 3'010.655

Distance to Barrier Level 43.1621%

Strike Level EUR 4'935.50

Distance to Strike Level 6.823%

Market STOXX Europe Calendar

Halliburton

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Name Halliburton

Spot Price

Bloomberg Ticker HAL UN

Currency USD

Initial Fixing Level USD 33.77

Barrier Level USD 20.5997

Distance to Barrier Level 2.0927%

Strike Level USD 33.77

Distance to Strike Level -60.5038%

Market NYSE

S&P 500

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Name S&P 500

Spot Price

Bloomberg Ticker SPX

Currency USD

Initial Fixing Level USD 5'433.74

Barrier Level USD 3'314.5814

Distance to Barrier Level 47.4622%

Strike Level USD 5'433.74

Distance to Strike Level 13.8724%

Market NYSE

SMI

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Name SMI

Spot Price

Bloomberg Ticker SMI

Currency CHF

Initial Fixing Level CHF 12'095.99

Conversion Ratio 0.0827

Barrier Level CHF 7'378.5539

Distance to Barrier Level 37.7863%

Strike Level CHF 12'095.99

Distance to Strike Level -1.9897%

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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