4.20% p.a. Multi Barrier Reverse Convertible
EURO STOXX 50® Index, S&P 500®, Swiss Market Index®
Valor
138612068
SIX Symbol
PCRRCH
ISIN
CH1386120682
Identifiers
138612068
CH1386120682
PCRRCH
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
4.20% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
Listed
Yes
Life Cycle
2.5 Years
11 Oct 2024
18 Oct 2024
18 Oct 2024
28 Oct 2024
28 Oct 2024
21 Apr 2027
28 Apr 2027
Barrier
65.00%
Continuous barrier observation (american)
18 Oct 2024 - 21 Apr 2027
No
32.73%
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 4'986.27 EUR 3'241.08 38.83% EUR 4'986.27 5.89%
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USD 5'864.67 USD 3'812.04 39.04% USD 5'864.67 6.22%
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CHF 12'326.76 CHF 8'012.39 32.73% CHF 12'326.76 -3.48%
Coupons
Payment Date Amount
28 Jan 2025 1.05%
29 Apr 2025 1.05%
28 Jul 2025 1.05%
28 Oct 2025 1.05%
28 Jan 2026 1.05%
28 Apr 2026 1.05%
28 Jul 2026 1.05%
28 Oct 2026 1.05%
28 Jan 2027 1.05%
28 Apr 2027 1.05%
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%
21 Oct 2026 100.00%
21 Jan 2027 100.00%
Euro STOXX 50
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Euro STOXX 50
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SX5E
EUR
EUR 4'986.27
EUR 3'241.0755
38.8254%
EUR 4'986.27
5.8852%
STOXX Europe Calendar
S&P 500
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S&P 500
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SPX
USD
USD 5'864.67
USD 3'812.0355
39.0415%
USD 5'864.67
6.2177%
NYSE
SMI
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SMI
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SMI
CHF
CHF 12'326.76
0.0811
CHF 8'012.394
32.7348%
CHF 12'326.76
-3.4849%
SIX Swiss Exchange AG