10.00% p.a. Multi Barrier Reverse Convertible
Lindt & Sprüngli, Novartis, Roche, Sandoz, Swiss Life
Valor
138612057
SIX Symbol
PCGRCH
ISIN
CH1386120575
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
138612057
CH1386120575
PCGRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
1.32%
5.35%
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
10.00% p.a.
Cash Settlement
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
CHF 250'000.00
CHF 250'000.00
Listed
No
Life Cycle
1.25 Years
11 Oct 2024
18 Oct 2024
18 Oct 2024
28 Oct 2024
28 Oct 2024
21 Jan 2026
28 Jan 2026
Barrier
66.00%
Continuous barrier observation (american)
18 Oct 2024 - 21 Jan 2026
No
31.79%
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
Lindt & Spruengli
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CHF 10'870.00 CHF 7'174.20 46.98% CHF 10'870.00 19.66%
Novartis
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CHF 100.98 CHF 66.65 31.79% CHF 100.98 -3.35%
Roche
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CHF 273.30 CHF 180.38 33.30% CHF 273.30 -1.05%
Sandoz
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CHF 36.77 CHF 24.27 43.54% CHF 36.77 14.45%
Swiss Life
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CHF 722.40 CHF 476.78 40.10% CHF 722.40 9.25%
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Coupons
Payment Date Amount
28 Jan 2025 2.50%
29 Apr 2025 2.50%
28 Jul 2025 2.50%
28 Oct 2025 2.50%
28 Jan 2026 2.50%
Early Redemption
Observation Date Redemption Amount
22 Apr 2025 100.00%
21 Jul 2025 100.00%
21 Oct 2025 100.00%
Lindt & Spruengli
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Lindt & Spruengli
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LISP SW
CHF
CHF 10'870.00
CHF 7'174.20
46.9756%
CHF 10'870.00
19.66%
SIX Swiss Exchange AG
Novartis
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Novartis
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NOVN SW
CHF
CHF 100.98
CHF 66.6468
31.7912%
CHF 100.98
-3.3466%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 273.30
CHF 180.378
33.3045%
CHF 273.30
-1.0538%
SIX Swiss Exchange AG
Sandoz
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Sandoz
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SDZ SW
CHF
CHF 36.77
CHF 24.2682
43.5361%
CHF 36.77
14.4486%
SIX Swiss Exchange AG
Swiss Life
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Swiss Life
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SLHN SW
CHF
CHF 722.40
CHF 476.784
40.1025%
CHF 722.40
9.2462%
SIX Swiss Exchange AG