8.50% p.a. Multi Barrier Reverse Convertible
Brent Crude Oil, WTI Crude Oil
Valor
135619202
SIX Symbol
ORPRCH
ISIN
CH1356192026
Currency
CHF
Bid (indicative)
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250'000.00
Price on
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Identifiers
135619202
CH1356192026
ORPRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
-5.72%
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
8.50% p.a.
Cash Settlement
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
CHF 250'000.00
Listed
Yes
Life Cycle
2 Years
26 Jul 2024
02 Aug 2024
02 Aug 2024
12 Aug 2024
12 Aug 2024
05 Aug 2026
12 Aug 2026
Barrier
65.00%
Continuous barrier observation (american)
02 Aug 2024 - 05 Aug 2026
No
21.71%
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
Brent Crude Oil
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USD 76.81 USD 49.93 21.88% USD 76.81 -20.18%
WTI Crude Oil
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USD 73.52 USD 47.79 21.71% USD 73.52 -20.45%
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Coupons
Payment Date Amount
12 Nov 2024 2.125%
12 Feb 2025 2.125%
12 May 2025 2.125%
12 Aug 2025 2.125%
12 Nov 2025 2.125%
12 Feb 2026 2.125%
12 May 2026 2.125%
12 Aug 2026 2.125%
Early Redemption
Observation Date Redemption Amount
05 Aug 2025 100.00%
05 Nov 2025 100.00%
05 Feb 2026 100.00%
05 May 2026 100.00%
Brent Crude Oil
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Brent Crude Oil
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CO1 Comdty
USD
USD 76.81
USD 49.9265
21.88%
USD 76.81
-20.1846%
ICE
WTI Crude Oil
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WTI Crude Oil
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CL1 Comdty
USD
USD 73.52
USD 47.788
21.7104%
USD 73.52
-20.4456%
NYMEX