6.25% p.a. Multi Barrier Reverse Convertible
CAC 40 Index, Nasdaq 100-ETF (Invesco QQQ Trust Series 1 – ETF), iShares Core FTSE 100 UCITS ETF, WTI Crude Oil
Valor
135619061
ISIN
CH1356190616
Currency
CHF
Bid (indicative)
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250'000.00
Price on
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Identifiers
135619061
CH1356190616
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
-1.37%
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
6.25% p.a.
Cash Settlement
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
CHF 250'000.00
CHF 0.00
Unlisted
Yes
Life Cycle
3 Years
29 Jul 2024
05 Aug 2024
05 Aug 2024
29 Jul 2027
05 Aug 2027
Barrier
60.00%
Barrier observation at maturity only (European)
29 Jul 2027 - 29 Jul 2027
No
27.08%
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
CAC 40
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EUR 7'462.06 EUR 4'477.24 43.14% EUR 7'462.06 5.23%
Nasdaq 100-ETF (Invesco QQQ Trust Series 1 – ETF)
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USD 465.53 USD 279.32 45.94% USD 465.53 9.90%
iShares Core FTSE 100 UCITS ETF
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GBp 810.30 GBp 486.18 44.83% GBp 810.30 8.05%
WTI Crude Oil
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USD 77.63 USD 46.58 27.08% USD 77.63 -21.53%
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Coupons
Payment Date Amount
05 Nov 2024 1.563%
05 Feb 2025 1.563%
07 May 2025 1.563%
06 Aug 2025 1.563%
05 Nov 2025 1.563%
05 Feb 2026 1.563%
07 May 2026 1.563%
05 Aug 2026 1.563%
05 Nov 2026 1.563%
05 Feb 2027 1.563%
07 May 2027 1.563%
05 Aug 2027 1.563%
Early Redemption
Observation Date Redemption Amount
29 Jul 2025 100.00%
29 Oct 2025 100.00%
29 Jan 2026 100.00%
29 Apr 2026 100.00%
29 Jul 2026 100.00%
29 Oct 2026 100.00%
29 Jan 2027 100.00%
29 Apr 2027 100.00%
CAC 40
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CAC 40
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CAC
EUR
EUR 7'462.06
EUR 4'477.236
43.1378%
EUR 7'462.06
5.2296%
Euronext Paris Derivatives (Monep)
Nasdaq 100-ETF (Invesco QQQ Trust Series 1 – ETF)
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Nasdaq 100-ETF (Invesco QQQ Trust Series 1 – ETF)
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QQQ UQ
USD
USD 465.53
USD 279.318
45.9398%
USD 465.53
9.8997%
NASDAQ
iShares Core FTSE 100 UCITS ETF
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iShares Core FTSE 100 UCITS ETF
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ISF LN
GBp
GBp 810.30
GBp 486.18
44.8275%
GBp 810.30
8.0458%
London Stock Exchange
WTI Crude Oil
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WTI Crude Oil
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CL1 Comdty
USD
USD 77.63
USD 46.578
27.0795%
USD 77.63
-21.5342%
NYMEX