4.00% p.a. Multi Barrier Reverse Convertible
EURO STOXX 50® Index, S&P 500®, Swiss Market Index®
Valor
137330949
SIX Symbol
OZSRCH
ISIN
CH1373309496
Identifiers
137330949
CH1373309496
OZSRCH
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
4.00% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
Listed
Yes
Life Cycle
3 Years
20 Sep 2024
27 Sep 2024
27 Sep 2024
04 Oct 2024
04 Oct 2024
27 Sep 2027
04 Oct 2027
Barrier
65.00%
Continuous barrier observation (american)
27 Sep 2024 - 27 Sep 2027
No
33.64%
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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EUR 5'067.45 EUR 3'293.84 38.54% EUR 5'067.45 5.44%
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USD 5'738.17 USD 3'729.81 40.81% USD 5'738.17 8.93%
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CHF 12'234.05 CHF 7'952.13 33.64% CHF 12'234.05 -2.09%
Coupons
Payment Date Amount
07 Jan 2025 1.00%
03 Apr 2025 1.00%
04 Jul 2025 1.00%
06 Oct 2025 1.00%
07 Jan 2026 1.00%
07 Apr 2026 1.00%
06 Jul 2026 1.00%
05 Oct 2026 1.00%
05 Jan 2027 1.00%
06 Apr 2027 1.00%
05 Jul 2027 1.00%
04 Oct 2027 1.00%
Early Redemption
Observation Date Redemption Amount
29 Sep 2025 100.00%
29 Dec 2025 100.00%
27 Mar 2026 100.00%
29 Jun 2026 100.00%
28 Sep 2026 100.00%
28 Dec 2026 100.00%
30 Mar 2027 100.00%
28 Jun 2027 100.00%
Euro STOXX 50
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Euro STOXX 50
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SX5E
EUR
EUR 5'067.45
EUR 3'293.8425
38.5389%
EUR 5'067.45
5.4444%
STOXX Europe Calendar
S&P 500
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S&P 500
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SPX
USD
USD 5'738.17
USD 3'729.8105
40.8053%
USD 5'738.17
8.9312%
NYSE
SMI
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SMI
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SMI
CHF
CHF 12'234.05
0.0817
CHF 7'952.1325
33.6387%
CHF 12'234.05
-2.0944%
SIX Swiss Exchange AG