9.00% p.a. Multi Barrier Reverse Convertible
Nestlé, Roche, SAP, Siemens
Valor
137330151
SIX Symbol
OTYRCH
ISIN
CH1373301519
Currency
EUR
Bid (indicative)
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250'000.00
Ask (indicative)
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250'000.00
Price on
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Identifiers
137330151
CH1373301519
OTYRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
5.23%
3.01%
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
9.00% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
EUR 1'000.00
EUR
EUR 250'000.00
EUR 250'000.00
Listed
Yes
Life Cycle
1.75 Years
16 Aug 2024
23 Aug 2024
23 Aug 2024
02 Sep 2024
02 Sep 2024
26 May 2026
02 Jun 2026
Barrier
56.00%
Continuous barrier observation (american)
23 Aug 2024 - 26 May 2026
No
41.02%
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
Nestlé
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CHF 89.54 CHF 50.14 42.23% CHF 89.54 -3.16%
Roche
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CHF 283.20 CHF 158.59 41.02% CHF 283.20 -5.32%
SAP
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EUR 195.62 EUR 109.55 56.97% EUR 195.62 23.17%
Siemens
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EUR 167.10 EUR 93.58 53.73% EUR 167.10 17.38%
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Coupons
Payment Date Amount
03 Dec 2024 2.25%
05 Mar 2025 2.25%
02 Jun 2025 2.25%
02 Sep 2025 2.25%
03 Dec 2025 2.25%
05 Mar 2026 2.25%
02 Jun 2026 2.25%
Early Redemption
Observation Date Redemption Amount
26 Aug 2025 100.00%
26 Nov 2025 100.00%
26 Feb 2026 100.00%
Nestlé
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Nestlé
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NESN SW
CHF
CHF 89.54
CHF 50.1424
42.2323%
CHF 89.54
-3.1567%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 283.20
CHF 158.592
41.0219%
CHF 283.20
-5.318%
SIX Swiss Exchange AG
SAP
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SAP
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SAP GY
EUR
EUR 195.62
5.112
EUR 109.5472
56.9728%
EUR 195.62
23.1658%
Xetra
Siemens
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Siemens
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SIE GY
EUR
EUR 167.10
5.9844
EUR 93.576
53.7325%
EUR 167.10
17.3795%
Xetra