Product Details

2.10% p.a. Multi Barrier Reverse Convertible

EURO STOXX 50^® Index, Nomura Nikkei 225 - ETF, S&P 500^®, Swiss Market Index^®

Valor

138612321

ISIN

CH1386123215

Currency

CHF

Bid (indicative)

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250'000.00

Ask (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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2.10% p.a. Multi Barrier Reverse Convertible on EURO STOXX 50® Index, Nomura Nikkei 225 - ETF, S&P 500®, Swiss Market Index®

Identifiers

Valor 138612321

ISIN CH1386123215

Product Category Yield Enhancement

Product Group Barrier Reverse Convertible

Product Type Callable Multi Barrier Reverse Convertible

SSPA Product Type 1230

Figures

Yield To Call 4.27%

Performance -3.06%

Parameters

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

Guarantor Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland

Coupon Payment Quarterly

Coupon 2.10% p.a.

Settlement Type Cash Settlement or Delivery of Underlying

Quoting Type Dirty (accrued interest included)

Issue Price 100%

Denomination CHF 250'000.00

Currency CHF

Tradable Volume Bid CHF 250'000.00

Tradable Volume Ask CHF 250'000.00

Exchange Unlisted

Quanto Yes

Life Cycle

Tenor 2 Years

Initial Fixing Date 13 Nov 2024

Issue Date 20 Nov 2024

First Trading Day 20 Nov 2024

Maturity 13 Nov 2026

Redemption Date 20 Nov 2026

Barrier

Barrier 59.00%

Barrier Type Barrier observation at maturity only (European)

Barrier Observation Period 13 Nov 2026 - 13 Nov 2026

Barrier Event No

Distance to Barrier 37.12%

Product Specific Features

Strike Level 80.00%

Performance

Name	Market Price	Initial Fixing Level	Barrier Level	Distance to Barrier	Strike Level	Distance to Strike
Euro STOXX 50	{{ underlyings['67110204'].currency }} {{ underlyings['67110204'].underlyingFeed.spot \| number:2 }}	EUR 4'740.49	EUR 2'796.89	46.52%	EUR 3'792.39	27.49%
Nomura Nikkei 225 - ETF	{{ underlyings['67402879'].currency }} {{ underlyings['67402879'].underlyingFeed.spot \| number:2 }}	JPY 40'370.00	JPY 23'818.30	38.17%	JPY 32'296.00	16.17%
S&P 500	{{ underlyings['67115459'].currency }} {{ underlyings['67115459'].underlyingFeed.spot \| number:2 }}	USD 5'985.75	USD 3'531.59	37.12%	USD 4'788.60	14.74%
SMI	{{ underlyings['67108956'].currency }} {{ underlyings['67108956'].underlyingFeed.spot \| number:2 }}	CHF 11'667.77	CHF 6'883.98	43.17%	CHF 9'334.22	22.94%

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Coupons

Payment Date	Amount
20 Feb 2025	0.525%
20 May 2025	0.525%
20 Aug 2025	0.525%
20 Nov 2025	0.525%
20 Feb 2026	0.525%
21 May 2026	0.525%
20 Aug 2026	0.525%
20 Nov 2026	0.525%

Early Redemption

Observation Date	Redemption Amount
13 Nov 2025	100.00%
13 Feb 2026	100.00%
13 May 2026	100.00%
13 Aug 2026	100.00%

Euro STOXX 50

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Name Euro STOXX 50

Spot Price

Bloomberg Ticker SX5E

Currency EUR

Initial Fixing Level EUR 4'740.49

Barrier Level EUR 2'796.8891

Distance to Barrier Level 46.5241%

Strike Level EUR 3'792.392

Distance to Strike Level 27.4904%

Market STOXX Europe Calendar

Nomura Nikkei 225 - ETF

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Name Nomura Nikkei 225 - ETF

Spot Price

Bloomberg Ticker 1321 JT

Currency JPY

Initial Fixing Level JPY 40'370.00

Barrier Level JPY 23'818.30

Distance to Barrier Level 38.1744%

Strike Level JPY 32'296.00

Distance to Strike Level 16.1687%

Market Tokyo Stock Exchange

S&P 500

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Name S&P 500

Spot Price

Bloomberg Ticker SPX

Currency USD

Initial Fixing Level USD 5'985.75

Barrier Level USD 3'531.5925

Distance to Barrier Level 37.1174%

Strike Level USD 4'788.60

Distance to Strike Level 14.7354%

Market NYSE

SMI

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Name SMI

Spot Price

Bloomberg Ticker SMI

Currency CHF

Initial Fixing Level CHF 11'667.77

Conversion Ratio 26.7832

Barrier Level CHF 6'883.9843

Distance to Barrier Level 43.1665%

Strike Level CHF 9'334.216

Distance to Strike Level 22.9376%

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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