8.60% p.a. Multi Barrier Reverse Convertible
ABN AMRO, Heineken, Telefonica, Veolia Environnement, Vodafone
Valor
138612477
ISIN
CH1386124775
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
138612477
CH1386124775
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
0.78%
4.66%
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
8.60% 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
Unlisted
Yes
Life Cycle
1 Year
11 Nov 2024
18 Nov 2024
18 Nov 2024
11 Nov 2025
18 Nov 2025
Barrier
55.00%
Continuous barrier observation (american)
11 Nov 2024 - 11 Nov 2025
No
46.55%
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
ABN AMRO
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EUR 15.56 EUR 8.56 62.36% EUR 15.56 31.56%
Heineken
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EUR 72.78 EUR 40.03 48.97% EUR 72.78 7.22%
Telefonica
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EUR 4.18 EUR 2.30 50.11% EUR 4.18 9.29%
Veolia Environnement
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EUR 28.84 EUR 15.86 47.51% EUR 28.84 4.57%
Vodafone
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GBp 72.40 GBp 39.82 46.55% GBp 72.40 2.82%
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Coupons
Payment Date Amount
18 Feb 2025 2.15%
19 May 2025 2.15%
18 Aug 2025 2.15%
18 Nov 2025 2.15%
Early Redemption
Observation Date Redemption Amount
12 May 2025 100.00%
11 Aug 2025 100.00%
ABN AMRO
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ABN AMRO
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ABN NA
EUR
EUR 15.56
EUR 8.558
62.3576%
EUR 15.56
31.5593%
Euronext Amsterdam
Heineken
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Heineken
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HEIA NA
EUR
EUR 72.78
EUR 40.029
48.9686%
EUR 72.78
7.2157%
Euronext Amsterdam
Telefonica
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Telefonica
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TEF SQ
EUR
EUR 4.18
EUR 2.299
50.1085%
EUR 4.18
9.2882%
Madrid Stock Exchange
Veolia Environnement
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Veolia Environnement
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VIE FP
EUR
EUR 28.84
EUR 15.862
47.5116%
EUR 28.84
4.5665%
Euronext Paris
Vodafone
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Vodafone
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VOD LN
GBp
GBp 72.40
GBp 39.82
46.5503%
GBp 72.40
2.8188%
London Stock Exchange