Product Details

3.50% p.a. Multi Barrier Reverse Convertible

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

Valor

135618994

SIX Symbol

ORCRCH

ISIN

CH1356189949

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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3.50% p.a. Multi Barrier Reverse Convertible on EURO STOXX 50® Index, S&P 500®, Swiss Market Index®

Identifiers

Valor 135618994

ISIN CH1356189949

SIX Symbol ORCRCH

Product Category Yield Enhancement

Product Group Barrier Reverse Convertible

Product Type Callable Multi Barrier Reverse Convertible

SSPA Product Type 1230

Figures

Yield To Call 4.34%

Performance -1.50%

Parameters

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

Guarantor Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland

Coupon Payment Quarterly

Coupon 3.50% 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 Listed

Quanto Yes

Life Cycle

Tenor 3 Years

Start Subscription Period 19 Jul 2024

End Subscription Period 26 Jul 2024

Initial Fixing Date 26 Jul 2024

Issue Date 02 Aug 2024

First Trading Day 02 Aug 2024

Maturity 26 Jul 2027

Redemption Date 02 Aug 2027

Barrier

Barrier 62.00%

Barrier Type Continuous barrier observation (american)

Barrier Observation Period 26 Jul 2024 - 26 Jul 2027

Barrier Event No

Distance to Barrier 37.33%

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 4'862.50	EUR 3'014.75	41.73%	EUR 4'862.50	6.01%
S&P 500	{{ underlyings['67115459'].currency }} {{ underlyings['67115459'].underlyingFeed.spot \| number:2 }}	USD 5'459.10	USD 3'384.64	38.78%	USD 5'459.10	1.26%
SMI	{{ underlyings['67108956'].currency }} {{ underlyings['67108956'].underlyingFeed.spot \| number:2 }}	CHF 12'241.49	CHF 7'589.72	37.33%	CHF 12'241.49	-1.08%

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Coupons

Payment Date	Amount
04 Nov 2024	0.875%
03 Feb 2025	0.875%
06 May 2025	0.875%
05 Aug 2025	0.875%
03 Nov 2025	0.875%
02 Feb 2026	0.875%
05 May 2026	0.875%
03 Aug 2026	0.875%
02 Nov 2026	0.875%
02 Feb 2027	0.875%
03 May 2027	0.875%
02 Aug 2027	0.875%

Early Redemption

Observation Date	Redemption Amount
28 Jul 2025	100.00%
27 Oct 2025	100.00%
26 Jan 2026	100.00%
27 Apr 2026	100.00%
27 Jul 2026	100.00%
26 Oct 2026	100.00%
26 Jan 2027	100.00%
26 Apr 2027	100.00%

Euro STOXX 50

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Name Euro STOXX 50

Spot Price

Bloomberg Ticker SX5E

Currency EUR

Initial Fixing Level EUR 4'862.50

Barrier Level EUR 3'014.75

Distance to Barrier Level 41.7285%

Strike Level EUR 4'862.50

Distance to Strike Level 6.0138%

Market STOXX Europe Calendar

S&P 500

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Name S&P 500

Spot Price

Bloomberg Ticker SPX

Currency USD

Initial Fixing Level USD 5'459.10

Barrier Level USD 3'384.642

Distance to Barrier Level 38.7811%

Strike Level USD 5'459.10

Distance to Strike Level 1.2598%

Market NYSE

SMI

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Name SMI

Spot Price

Bloomberg Ticker SMI

Currency CHF

Initial Fixing Level CHF 12'241.49

Conversion Ratio 0.0817

Barrier Level CHF 7'589.7238

Distance to Barrier Level 37.3307%

Strike Level CHF 12'241.49

Distance to Strike Level -1.0795%

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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