10.10% p.a. Multi Barrier Reverse Convertible
Bank of America, JPMorgan Chase, Wells Fargo
Valor
138612540
SIX Symbol
PGGRCH
ISIN
CH1386125400
Currency
USD
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
138612540
CH1386125400
PGGRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
4.52%
2.34%
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
10.10% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
USD 1'000.00
USD
USD 250'000.00
USD 250'000.00
Listed
No
Life Cycle
1 Year
08 Nov 2024
15 Nov 2024
15 Nov 2024
25 Nov 2024
25 Nov 2024
18 Nov 2025
25 Nov 2025
Barrier
65.00%
Continuous barrier observation (american)
15 Nov 2024 - 18 Nov 2025
No
31.36%
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
Bank of America
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USD 46.75 USD 30.39 31.36% USD 46.75 -5.60%
JPMorgan Chase
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USD 245.31 USD 159.45 39.26% USD 245.31 6.56%
Wells Fargo
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USD 74.34 USD 48.32 35.64% USD 74.34 0.98%
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Coupons
Payment Date Amount
25 Feb 2025 2.525%
27 May 2025 2.525%
25 Aug 2025 2.525%
25 Nov 2025 2.525%
Early Redemption
Observation Date Redemption Amount
19 May 2025 100.00%
18 Aug 2025 100.00%
Bank of America
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Bank of America
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BAC UN
USD
USD 46.75
21.3904
USD 30.3875
31.3587%
USD 46.75
-5.602%
NYSE
JPMorgan Chase
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JPMorgan Chase
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JPM UN
USD
USD 245.31
4.0765
USD 159.4515
39.2635%
USD 245.31
6.5593%
NYSE
Wells Fargo
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Wells Fargo
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WFC UN
USD
USD 74.34
13.4517
USD 48.321
35.6364%
USD 74.34
0.979%
NYSE