Product Details

3.72% p.a. Multi Barrier Reverse Convertible

EURO STOXX 50^® Index, FTSE 100 Index^®, S&P 500^®, Swiss Market Index^®

Valor

135619209

SIX Symbol

ORWRCH

ISIN

CH1356192091

Currency

CHF

Bid (indicative)

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150'000.00

Ask (indicative)

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150'000.00

Price on

Termsheet

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Report

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KID

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Contact KID provider

3.72% p.a. Multi Barrier Reverse Convertible on EURO STOXX 50® Index, FTSE 100 Index®, S&P 500®, Swiss Market Index®

Identifiers

Valor 135619209

ISIN CH1356192091

SIX Symbol ORWRCH

Product Category Yield Enhancement

Product Group Barrier Reverse Convertible

Product Type Callable Multi Barrier Reverse Convertible

SSPA Product Type 1230

Figures

Yield To Call 0.94%

Performance 1.98%

Parameters

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

Guarantor Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland

Coupon Payment Quarterly

Coupon 3.72% p.a.

Settlement Type Cash Settlement

Quoting Type Dirty (accrued interest included)

Issue Price 100%

Denomination CHF 1'000.00

Currency CHF

Tradable Volume Bid CHF 150'000.00

Tradable Volume Ask CHF 150'000.00

Exchange Listed

Quanto Yes

Life Cycle

Tenor 3 Years

Start Subscription Period 29 Jul 2024

End Subscription Period 12 Aug 2024

Initial Fixing Date 12 Aug 2024

Issue Date 19 Aug 2024

First Trading Day 19 Aug 2024

Maturity 12 Aug 2027

Redemption Date 19 Aug 2027

Barrier

Barrier 50.00%

Barrier Type Continuous barrier observation (american)

Barrier Observation Period 12 Aug 2024 - 12 Aug 2027

Barrier Event No

Distance to Barrier 49.55%

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 4'671.88	EUR 2'335.94	55.76%	EUR 4'671.88	11.51%
FTSE 100	{{ underlyings['67109497'].currency }} {{ underlyings['67109497'].underlyingFeed.spot \| number:2 }}	GBP 8'210.25	GBP 4'105.13	55.05%	GBP 8'210.25	10.09%
S&P 500	{{ underlyings['67115459'].currency }} {{ underlyings['67115459'].underlyingFeed.spot \| number:2 }}	USD 5'344.39	USD 2'672.20	57.86%	USD 5'344.39	15.73%
SMI	{{ underlyings['67108956'].currency }} {{ underlyings['67108956'].underlyingFeed.spot \| number:2 }}	CHF 11'873.71	CHF 5'936.86	49.55%	CHF 11'873.71	-0.91%

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Coupons

Payment Date	Amount
19 Nov 2024	0.93%
19 Feb 2025	0.93%
19 May 2025	0.93%
19 Aug 2025	0.93%
19 Nov 2025	0.93%
19 Feb 2026	0.93%
20 May 2026	0.93%
19 Aug 2026	0.93%
19 Nov 2026	0.93%
19 Feb 2027	0.93%
20 May 2027	0.93%
19 Aug 2027	0.93%

Early Redemption

Observation Date	Redemption Amount
12 Aug 2025	100.00%
12 Nov 2025	100.00%
12 Feb 2026	100.00%
12 May 2026	100.00%
12 Aug 2026	100.00%
12 Nov 2026	100.00%
12 Feb 2027	100.00%
12 May 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 4'671.88

Barrier Level EUR 2'335.94

Distance to Barrier Level 55.7575%

Strike Level EUR 4'671.88

Distance to Strike Level 11.5149%

Market STOXX Europe Calendar

FTSE 100

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Name FTSE 100

Spot Price

Bloomberg Ticker UKX

Currency GBP

Initial Fixing Level GBP 8'210.25

Barrier Level GBP 4'105.125

Distance to Barrier Level 55.0456%

Strike Level GBP 8'210.25

Distance to Strike Level 10.0912%

Market London Stock Exchange

S&P 500

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Name S&P 500

Spot Price

Bloomberg Ticker SPX

Currency USD

Initial Fixing Level USD 5'344.39

Barrier Level USD 2'672.195

Distance to Barrier Level 57.8627%

Strike Level USD 5'344.39

Distance to Strike Level 15.7254%

Market NYSE

SMI

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Name SMI

Spot Price

Bloomberg Ticker SMI

Currency CHF

Initial Fixing Level CHF 11'873.71

Barrier Level CHF 5'936.855

Distance to Barrier Level 49.5451%

Strike Level CHF 11'873.71

Distance to Strike Level -0.9098%

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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