6.10% p.a. Multi Barrier Reverse Convertible
Roche, Swiss Re, Swisscom
Valor
137330309
ISIN
CH1373303093
Expired
Identifiers
137330309
CH1373303093
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
Monthly
6.10% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
Unlisted
No
Life Cycle
1 Year
28 Aug 2024
04 Sep 2024
04 Sep 2024
28 Aug 2025
05 Aug 2025
Barrier
74.00%
Barrier observation at maturity only (European)
28 Aug 2025 - 28 Aug 2025
No
18.40%
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 283.50 CHF 209.79 18.40% CHF 283.50 -10.27%
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CHF 116.80 CHF 86.43 40.90% CHF 116.80 20.14%
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CHF 538.00 CHF 398.12 29.60% CHF 538.00 4.86%
Coupons
Payment Date Amount
07 Oct 2024 0.508%
04 Nov 2024 0.508%
05 Dec 2024 0.508%
08 Jan 2025 0.508%
04 Feb 2025 0.508%
07 Mar 2025 0.508%
04 Apr 2025 0.508%
06 May 2025 0.508%
05 Jun 2025 0.508%
07 Jul 2025 0.508%
05 Aug 2025 0.508%
04 Sep 2025 0.508%
Early Redemption
Observation Date Redemption Amount
28 Feb 2025 100.00%
28 Mar 2025 100.00%
28 Apr 2025 100.00%
28 May 2025 100.00%
30 Jun 2025 100.00%
28 Jul 2025 100.00%
Roche
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Roche
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ROG SW
CHF
CHF 283.50
3.5273
CHF 209.79
18.4014%
CHF 283.50
-10.2684%
SIX Swiss Exchange AG
Swiss Re
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Swiss Re
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SREN SW
CHF
CHF 116.80
8.5616
CHF 86.432
40.9012%
CHF 116.80
20.1368%
SIX Swiss Exchange AG
Swisscom
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Swisscom
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SCMN SW
CHF
CHF 538.00
1.8587
CHF 398.12
29.5986%
CHF 538.00
4.863%
SIX Swiss Exchange AG