6.40% p.a. Multi Barrier Reverse Convertible
Nestlé, Novartis, Roche
Valor
138612549
SIX Symbol
PGPRCH
ISIN
CH1386125491
Identifiers
138612549
CH1386125491
PGPRCH
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
6.40% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
Listed
No
Life Cycle
2 Years
08 Nov 2024
15 Nov 2024
15 Nov 2024
25 Nov 2024
25 Nov 2024
18 Nov 2026
25 Nov 2026
Barrier
69.00%
Continuous barrier observation (american)
15 Nov 2024 - 18 Nov 2026
No
30.82%
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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CHF 77.52 CHF 53.49 38.15% CHF 77.52 10.36%
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CHF 91.71 CHF 63.28 30.82% CHF 91.71 -0.26%
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CHF 255.80 CHF 176.50 32.04% CHF 255.80 1.50%
Coupons
Payment Date Amount
25 Feb 2025 1.60%
26 May 2025 1.60%
25 Aug 2025 1.60%
25 Nov 2025 1.60%
25 Feb 2026 1.60%
26 May 2026 1.60%
25 Aug 2026 1.60%
25 Nov 2026 1.60%
Early Redemption
Observation Date Redemption Amount
18 Nov 2025 100.00%
18 Feb 2026 100.00%
18 May 2026 100.00%
18 Aug 2026 100.00%
Nestlé
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Nestlé
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NESN SW
CHF
CHF 77.52
12.8999
CHF 53.4888
38.1489%
CHF 77.52
10.3608%
SIX Swiss Exchange AG
Novartis
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Novartis
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NOVN SW
CHF
CHF 91.71
10.9039
CHF 63.2799
30.819%
CHF 91.71
-0.2624%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 255.80
3.9093
CHF 176.502
32.0362%
CHF 255.80
1.5017%
SIX Swiss Exchange AG