4.50% p.a. Multi Barrier Reverse Convertible
EURO STOXX 50® Index, Halliburton, S&P 500®, Swiss Market Index®
Valor
135618491
ISIN
CH1356184916
Expired
Identifiers
135618491
CH1356184916
Yield Enhancement
Barrier Reverse Convertible
Autocallable Multi Barrier Reverse Convertible
1230
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
4.50% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
Unlisted
Yes
Life Cycle
2 Years
13 Jun 2024
24 Jun 2024
24 Jun 2024
15 Jun 2026
23 Mar 2026
Barrier
61.00%
Barrier observation at maturity only (European)
15 Jun 2026 - 15 Jun 2026
No
39.71%
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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EUR 4'935.50 EUR 3'010.66 50.29% EUR 4'935.50 18.52%
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USD 33.77 USD 20.60 39.71% USD 33.77 1.16%
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USD 5'433.74 USD 3'314.58 55.17% USD 5'433.74 26.51%
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CHF 12'095.99 CHF 7'378.55 45.46% CHF 12'095.99 10.60%
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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Euro STOXX 50
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SX5E
EUR
EUR 4'935.50
EUR 3'010.655
50.2943%
EUR 4'935.50
18.5152%
STOXX Europe Calendar
Halliburton
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Halliburton
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HAL UN
USD
USD 33.77
USD 20.5997
39.7053%
USD 33.77
1.1562%
NYSE
S&P 500
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S&P 500
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SPX
USD
USD 5'433.74
USD 3'314.5814
55.1738%
USD 5'433.74
26.5145%
NYSE
SMI
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SMI
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SMI
CHF
CHF 12'095.99
0.0827
CHF 7'378.5539
45.4638%
CHF 12'095.99
10.5964%
SIX Swiss Exchange AG