3.40% p.a. Multi Barrier Reverse Convertible
EURO STOXX 50® Index, S&P 500®, Swiss Market Index®
Valor
135618722
SIX Symbol
ONERCH
ISIN
CH1356187224
Identifiers
135618722
CH1356187224
ONERCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
3.40% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
Listed
Yes
Life Cycle
3 Years
21 Jun 2024
28 Jun 2024
28 Jun 2024
05 Jul 2024
05 Jul 2024
28 Jun 2027
05 Jul 2027
Barrier
60.00%
Continuous barrier observation (american)
28 Jun 2024 - 28 Jun 2027
No
39.11%
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 4'894.02 EUR 2'936.41 43.99% EUR 4'894.02 6.64%
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USD 5'460.48 USD 3'276.29 48.29% USD 5'460.48 13.82%
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CHF 11'993.83 CHF 7'196.30 39.11% CHF 11'993.83 -1.49%
Coupons
Payment Date Amount
07 Oct 2024 0.85%
08 Jan 2025 0.85%
04 Apr 2025 0.85%
07 Jul 2025 0.85%
06 Oct 2025 0.85%
07 Jan 2026 0.85%
08 Apr 2026 0.85%
06 Jul 2026 0.85%
05 Oct 2026 0.85%
05 Jan 2027 0.85%
06 Apr 2027 0.85%
05 Jul 2027 0.85%
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%
29 Jun 2026 100.00%
28 Sep 2026 100.00%
28 Dec 2026 100.00%
30 Mar 2027 100.00%
Euro STOXX 50
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Euro STOXX 50
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SX5E
EUR
EUR 4'894.02
EUR 2'936.412
43.9864%
EUR 4'894.02
6.644%
STOXX Europe Calendar
S&P 500
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S&P 500
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SPX
USD
USD 5'460.48
USD 3'276.288
48.2915%
USD 5'460.48
13.8191%
NYSE
SMI
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SMI
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SMI
CHF
CHF 11'993.83
0.0834
CHF 7'196.298
39.1079%
CHF 11'993.83
-1.4869%
SIX Swiss Exchange AG