9.85% p.a. Multi Barrier Reverse Convertible
Swiss Re, UBS, VAT Group
Valor
137330225
ISIN
CH1373302251
Currency
CHF
Bid (indicative)
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250'000.00
Price on
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Identifiers
137330225
CH1373302251
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
-10.96%
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
9.85% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 5'000.00
CHF
CHF 250'000.00
CHF 0.00
Unlisted
No
Life Cycle
1.5 Years
23 Aug 2024
02 Sep 2024
02 Sep 2024
23 Feb 2026
02 Mar 2026
Barrier
60.00%
Continuous barrier observation (american)
23 Aug 2024 - 23 Feb 2026
Yes
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Strike Level Distance to Strike
Swiss Re
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CHF 118.10 CHF 70.86 CHF 118.10 14.11%
UBS
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CHF 26.34 CHF 15.80 CHF 26.34 0.72%
VAT Group
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CHF 433.00 CHF 259.80 CHF 433.00 -28.33%
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Coupons
Payment Date Amount
02 Dec 2024 2.463%
03 Mar 2025 2.463%
02 Jun 2025 2.463%
01 Sep 2025 2.463%
01 Dec 2025 2.463%
02 Mar 2026 2.463%
Early Redemption
Observation Date Redemption Amount
25 Aug 2025 100.00%
24 Nov 2025 100.00%
Swiss Re
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Swiss Re
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SREN SW
CHF
CHF 118.10
42.337
CHF 70.86
CHF 118.10
14.1091%
SIX Swiss Exchange AG
UBS
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UBS
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UBSG SW
CHF
CHF 26.34
189.8254
CHF 15.804
CHF 26.34
0.7162%
SIX Swiss Exchange AG
VAT Group
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VAT Group
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VACN SW
CHF
CHF 433.00
11.5473
CHF 259.80
CHF 433.00
-28.3343%
SIX Swiss Exchange AG
Yes (07 Apr 2025)