6.60% p.a. Multi Barrier Reverse Convertible
Nestlé, Novartis, Roche
Valor
138612065
SIX Symbol
PCORCH
ISIN
CH1386120658
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
138612065
CH1386120658
PCORCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
5.38%
0.53%
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
6.60% 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
Listed
No
Life Cycle
2 Years
11 Oct 2024
18 Oct 2024
18 Oct 2024
28 Oct 2024
28 Oct 2024
21 Oct 2026
28 Oct 2026
Barrier
69.00%
Continuous barrier observation (american)
18 Oct 2024 - 21 Oct 2026
No
28.69%
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
Nestlé
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CHF 85.98 CHF 59.33 30.09% CHF 85.98 -1.31%
Novartis
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CHF 100.98 CHF 69.68 28.69% CHF 100.98 -3.35%
Roche
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CHF 273.30 CHF 188.58 30.31% CHF 273.30 -1.00%
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Coupons
Payment Date Amount
28 Jan 2025 1.65%
29 Apr 2025 1.65%
28 Jul 2025 1.65%
28 Oct 2025 1.65%
28 Jan 2026 1.65%
28 Apr 2026 1.65%
28 Jul 2026 1.65%
28 Oct 2026 1.65%
Early Redemption
Observation Date Redemption Amount
21 Oct 2025 100.00%
21 Jan 2026 100.00%
21 Apr 2026 100.00%
21 Jul 2026 100.00%
Nestlé
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Nestlé
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NESN SW
CHF
CHF 85.98
11.6306
CHF 59.3262
30.0934%
CHF 85.98
-1.3139%
SIX Swiss Exchange AG
Novartis
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Novartis
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NOVN SW
CHF
CHF 100.98
9.903
CHF 69.6762
28.6908%
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
3.659
CHF 188.577
30.3115%
CHF 273.30
-0.9978%
SIX Swiss Exchange AG