6.80% p.a. Multi Barrier Reverse Convertible
ABB, Novartis, Swiss Life, Swisscom
Valor
135619216
SIX Symbol
OSMRCH
ISIN
CH1356192166
Identifiers
135619216
CH1356192166
OSMRCH
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
6.80% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
Listed
No
Life Cycle
2 Years
02 Aug 2024
09 Aug 2024
09 Aug 2024
19 Aug 2024
19 Aug 2024
12 Aug 2026
19 Aug 2026
Barrier
60.00%
Continuous barrier observation (american)
09 Aug 2024 - 12 Aug 2026
No
36.66%
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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CHF 45.26 CHF 27.16 43.07% CHF 45.26 5.12%
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CHF 96.59 CHF 57.95 36.66% CHF 96.59 -5.57%
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CHF 648.20 CHF 388.92 52.56% CHF 648.20 20.93%
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CHF 522.50 CHF 313.50 43.21% CHF 522.50 5.34%
Coupons
Payment Date Amount
19 Nov 2024 1.70%
19 Feb 2025 1.70%
19 May 2025 1.70%
19 Aug 2025 1.70%
19 Nov 2025 1.70%
19 Feb 2026 1.70%
20 May 2026 1.70%
19 Aug 2026 1.70%
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%
ABB
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ABB
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ABBN SW
CHF
CHF 45.26
22.0946
CHF 27.156
43.0692%
CHF 45.26
5.1153%
SIX Swiss Exchange AG
Novartis
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Novartis
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NOVN SW
CHF
CHF 96.59
10.353
CHF 57.954
36.6554%
CHF 96.59
-5.5744%
SIX Swiss Exchange AG
Swiss Life
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Swiss Life
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SLHN SW
CHF
CHF 648.20
1.5427
CHF 388.92
52.5592%
CHF 648.20
20.9319%
SIX Swiss Exchange AG
Swisscom
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Swisscom
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SCMN SW
CHF
CHF 522.50
1.9139
CHF 313.50
43.2065%
CHF 522.50
5.3442%
SIX Swiss Exchange AG