6.75% p.a. Multi Barrier Reverse Convertible
Barry Callebaut, Logitech, Swatch, Swiss Re
Valor
135618611
SIX Symbol
OMGRCH
ISIN
CH1356186119
Currency
CHF
Bid (indicative)
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245'000.00
Ask (indicative)
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250'000.00
Price on
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Identifiers
135618611
CH1356186119
OMGRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
22.90%
-13.00%
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
6.75% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 5'000.00
CHF
CHF 245'000.00
CHF 250'000.00
Listed
No
Life Cycle
2 Years
28 Jun 2024
08 Jul 2024
08 Jul 2024
29 Jun 2026
08 Jul 2026
Barrier
40.00%
Continuous barrier observation (american)
28 Jun 2024 - 29 Jun 2026
No
31.23%
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
Barry Callebaut
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CHF 1'464.00 CHF 585.60 31.23% CHF 1'464.00 -71.93%
Logitech
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CHF 86.92 CHF 34.77 48.98% CHF 86.92 -27.56%
Swatch
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CHF 184.05 CHF 73.62 47.24% CHF 184.05 -31.91%
Swiss Re
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CHF 111.50 CHF 44.60 69.24% CHF 111.50 23.10%
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Coupons
Payment Date Amount
07 Oct 2024 1.688%
08 Jan 2025 1.688%
07 Apr 2025 1.688%
07 Jul 2025 1.688%
06 Oct 2025 1.688%
07 Jan 2026 1.688%
08 Apr 2026 1.688%
08 Jul 2026 1.688%
Early Redemption
Observation Date Redemption Amount
30 Jun 2025 100.00%
29 Sep 2025 100.00%
29 Dec 2025 100.00%
30 Mar 2026 100.00%
Barry Callebaut
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Barry Callebaut
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BARN SW
CHF
CHF 1'464.00
3.4153
CHF 585.60
31.2272%
CHF 1'464.00
-71.9319%
SIX Swiss Exchange AG
Logitech
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Logitech
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LOGN SW
CHF
CHF 86.92
57.5242
CHF 34.768
48.9756%
CHF 86.92
-27.5609%
SIX Swiss Exchange AG
Swatch
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Swatch
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UHR SW
CHF
CHF 184.05
27.1665
CHF 73.62
47.2353%
CHF 184.05
-31.9118%
SIX Swiss Exchange AG
Swiss Re
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Swiss Re
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SREN SW
CHF
CHF 111.50
44.843
CHF 44.60
69.2414%
CHF 111.50
23.1034%
SIX Swiss Exchange AG