Product Details

6.00% p.a. Multi Barrier Reverse Convertible

Allianz, AXA, Baloise, Helvetia Versicherungen, Zurich Insurance

Valor

138611841

SIX Symbol

PBORCH

ISIN

CH1386118413

Currency

CHF

Bid (indicative)

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250'000.00

Price on

Termsheet

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Report

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KID

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Contact KID provider

6.00% p.a. Multi Barrier Reverse Convertible on Allianz, AXA, Baloise, Helvetia Versicherungen, Zurich Insurance

Identifiers

Valor 138611841

ISIN CH1386118413

SIX Symbol PBORCH

Product Category Yield Enhancement

Product Group Barrier Reverse Convertible

Product Type Callable Multi Barrier Reverse Convertible

SSPA Product Type 1230

Figures

Performance 4.91%

Parameters

Issuer Raiffeisen Switzerland B.V., Amsterdam, The Netherlands

Guarantor Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland

Coupon Payment Quarterly

Coupon 6.00% p.a.

Settlement Type Cash Settlement or Delivery of Underlying

Quoting Type Dirty (accrued interest included)

Issue Price 100%

Denomination CHF 1'000.00

Currency CHF

Tradable Volume Bid CHF 250'000.00

Tradable Volume Ask CHF 0.00

Exchange Listed

Quanto Yes

Life Cycle

Tenor 1.75 Years

Start Subscription Period 04 Oct 2024

End Subscription Period 11 Oct 2024

Initial Fixing Date 11 Oct 2024

Issue Date 21 Oct 2024

First Trading Day 21 Oct 2024

Maturity 14 Jul 2026

Redemption Date 21 Jul 2026

Barrier

Barrier 55.00%

Barrier Type Continuous barrier observation (american)

Barrier Observation Period 11 Oct 2024 - 14 Jul 2026

Barrier Event No

Distance to Barrier 48.31%

Product Specific Features

Strike Level 100.00%

Performance

Name	Market Price	Initial Fixing Level	Barrier Level	Distance to Barrier	Strike Level	Distance to Strike
Allianz	{{ underlyings['67108925'].currency }} {{ underlyings['67108925'].underlyingFeed.spot \| number:2 }}	EUR 297.10	EUR 163.41	52.24%	EUR 297.10	13.17%
AXA	{{ underlyings['67109410'].currency }} {{ underlyings['67109410'].underlyingFeed.spot \| number:2 }}	EUR 35.09	EUR 19.30	53.53%	EUR 35.09	15.51%
Baloise	{{ underlyings['67108962'].currency }} {{ underlyings['67108962'].underlyingFeed.spot \| number:2 }}	CHF 175.90	CHF 96.75	50.64%	CHF 175.90	10.26%
Helvetia Versicherungen	{{ underlyings['67109061'].currency }} {{ underlyings['67109061'].underlyingFeed.spot \| number:2 }}	CHF 150.80	CHF 82.94	57.42%	CHF 150.80	22.59%
Zurich Insurance	{{ underlyings['67108978'].currency }} {{ underlyings['67108978'].underlyingFeed.spot \| number:2 }}	CHF 519.20	CHF 285.56	48.31%	CHF 519.20	6.03%

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Coupons

Payment Date	Amount
21 Jan 2025	1.50%
23 Apr 2025	1.50%
21 Jul 2025	1.50%
21 Oct 2025	1.50%
21 Jan 2026	1.50%
21 Apr 2026	1.50%
21 Jul 2026	1.50%

Early Redemption

Observation Date	Redemption Amount
14 Oct 2025	100.00%
14 Jan 2026	100.00%
14 Apr 2026	100.00%

Allianz

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Name Allianz

Spot Price

Bloomberg Ticker ALV GY

Currency EUR

Initial Fixing Level EUR 297.10

Barrier Level EUR 163.405

Distance to Barrier Level 52.2417%

Strike Level EUR 297.10

Distance to Strike Level 13.1667%

Market Xetra

AXA

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Name AXA

Spot Price

Bloomberg Ticker CS FP

Currency EUR

Initial Fixing Level EUR 35.09

Barrier Level EUR 19.2995

Distance to Barrier Level 53.5288%

Strike Level EUR 35.09

Distance to Strike Level 15.5069%

Market Euronext Paris

Baloise

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Name Baloise

Spot Price

Bloomberg Ticker BALN SW

Currency CHF

Initial Fixing Level CHF 175.90

Conversion Ratio 5.685

Barrier Level CHF 96.745

Distance to Barrier Level 50.6403%

Strike Level CHF 175.90

Distance to Strike Level 10.2551%

Market SIX Swiss Exchange AG

Helvetia Versicherungen

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Name Helvetia Versicherungen

Spot Price

Bloomberg Ticker HELN SW

Currency CHF

Initial Fixing Level CHF 150.80

Conversion Ratio 6.6313

Barrier Level CHF 82.94

Distance to Barrier Level 57.423%

Strike Level CHF 150.80

Distance to Strike Level 22.5873%

Market SIX Swiss Exchange AG

Zurich Insurance

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Name Zurich Insurance

Spot Price

Bloomberg Ticker ZURN SW

Currency CHF

Initial Fixing Level CHF 519.20

Conversion Ratio 1.926

Barrier Level CHF 285.56

Distance to Barrier Level 48.3149%

Strike Level CHF 519.20

Distance to Strike Level 6.0271%

Market SIX Swiss Exchange AG

Phone: +41 44 226 72 20
Email: structuredproducts@raiffeisen.ch
Website: https://structuredproducts.raiffeisen.ch/
Address: Raiffeisen Switzerland Cooperative
The Circle 66
Postfach
8058 Zürich-Flughafen

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