7.00% p.a. Multi Barrier Reverse Convertible
ABB, Nestlé, Roche, Zurich Insurance
Valor
135618601
SIX Symbol
OLZRCH
ISIN
CH1356186010
Currency
CHF
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
135618601
CH1356186010
OLZRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
7.98%
-1.32%
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
7.00% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
CHF 250'000.00
CHF 250'000.00
Listed
No
Life Cycle
2 Years
14 Jun 2024
21 Jun 2024
21 Jun 2024
01 Jul 2024
01 Jul 2024
24 Jun 2026
01 Jul 2026
Barrier
59.00%
Continuous barrier observation (american)
21 Jun 2024 - 24 Jun 2026
No
31.87%
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
ABB
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CHF 49.79 CHF 29.38 31.87% CHF 49.79 -15.47%
Nestlé
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CHF 93.70 CHF 55.28 36.07% CHF 93.70 -8.36%
Roche
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CHF 252.80 CHF 149.15 43.49% CHF 252.80 4.22%
Zurich Insurance
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CHF 482.80 CHF 284.85 49.88% CHF 482.80 15.04%
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Coupons
Payment Date Amount
01 Oct 2024 1.75%
07 Jan 2025 1.75%
31 Mar 2025 1.75%
01 Jul 2025 1.75%
01 Oct 2025 1.75%
07 Jan 2026 1.75%
31 Mar 2026 1.75%
01 Jul 2026 1.75%
Early Redemption
Observation Date Redemption Amount
24 Jun 2025 100.00%
24 Sep 2025 100.00%
29 Dec 2025 100.00%
24 Mar 2026 100.00%
ABB
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ABB
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ABBN SW
CHF
CHF 49.79
20.0844
CHF 29.3761
31.8736%
CHF 49.79
-15.4685%
SIX Swiss Exchange AG
Nestlé
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Nestlé
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NESN SW
CHF
CHF 93.70
10.6724
CHF 55.283
36.0705%
CHF 93.70
-8.355%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 252.80
3.9557
CHF 149.152
43.4923%
CHF 252.80
4.2243%
SIX Swiss Exchange AG
Zurich Insurance
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Zurich Insurance
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ZURN SW
CHF
CHF 482.80
2.0713
CHF 284.852
49.8765%
CHF 482.80
15.0449%
SIX Swiss Exchange AG