6.50% p.a. Multi Barrier Reverse Convertible
Roche, Swatch, Ypsomed Holding
Valor
137853465
ISIN
CH1378534650
Currency
CHF
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
137853465
CH1378534650
Yield Enhancement
Barrier Reverse Convertible
Multi Barrier Reverse Convertible
1230
Figures
28.75%
19.03%
-12.51%
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
6.50% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
CHF 250'000.00
CHF 250'000.00
Unlisted
No
Life Cycle
2 Years
04 Oct 2024
11 Oct 2024
11 Oct 2024
21 Oct 2024
21 Oct 2024
14 Oct 2026
21 Oct 2026
Barrier
65.00%
Barrier observation at maturity only (European)
14 Oct 2026 - 14 Oct 2026
No
17.60%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier
Roche
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CHF 268.40 CHF 174.46 33.49%
Swatch
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CHF 182.05 CHF 118.33 17.60%
Ypsomed Holding
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CHF 405.50 CHF 263.58 22.48%
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Coupons
Payment Date Amount
21 Jan 2025 1.625%
22 Apr 2025 1.625%
21 Jul 2025 1.625%
21 Oct 2025 1.625%
21 Jan 2026 1.625%
21 Apr 2026 1.625%
21 Jul 2026 1.625%
21 Oct 2026 1.625%
Roche
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Roche
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ROG SW
CHF
CHF 268.40
3.7258
CHF 174.46
33.4884%
SIX Swiss Exchange AG
Swatch
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Swatch
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UHR SW
CHF
CHF 182.05
5.493
CHF 118.3325
17.5958%
SIX Swiss Exchange AG
Ypsomed Holding
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Ypsomed Holding
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YPSN SW
CHF
CHF 405.50
2.4661
CHF 263.575
22.4779%
SIX Swiss Exchange AG