7.20% p.a. Multi Barrier Reverse Convertible
Helvetia Versicherungen, Swiss Life, Swiss Re, Zurich Insurance
Valor
128208036
SIX Symbol
OBQRCH
ISIN
CH1282080360
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
128208036
CH1282080360
OBQRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
5.11%
1.18%
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
7.20% 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
Listed
No
Life Cycle
2.25 Years
05 Apr 2024
12 Apr 2024
12 Apr 2024
22 Apr 2024
22 Apr 2024
15 Jul 2026
22 Jul 2026
Barrier
60.00%
Continuous barrier observation (american)
12 Apr 2024 - 15 Jul 2026
No
40.81%
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
Helvetia Versicherungen
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CHF 122.50 CHF 73.50 42.08% CHF 122.50 3.47%
Swiss Life
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CHF 621.20 CHF 372.72 43.48% CHF 621.20 5.79%
Swiss Re
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CHF 106.00 CHF 63.60 40.81% CHF 106.00 1.35%
Zurich Insurance
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CHF 451.50 CHF 270.90 41.69% CHF 451.50 2.81%
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Coupons
Payment Date Amount
22 Jul 2024 1.80%
22 Oct 2024 1.80%
22 Jan 2025 1.80%
24 Apr 2025 1.80%
22 Jul 2025 1.80%
22 Oct 2025 1.80%
22 Jan 2026 1.80%
22 Apr 2026 1.80%
22 Jul 2026 1.80%
Early Redemption
Observation Date Redemption Amount
15 Apr 2025 100.00%
15 Jul 2025 100.00%
15 Oct 2025 100.00%
15 Jan 2026 100.00%
15 Apr 2026 100.00%
Helvetia Versicherungen
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Helvetia Versicherungen
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HELN SW
CHF
CHF 122.50
8.1633
CHF 73.50
42.0804%
CHF 122.50
3.4673%
SIX Swiss Exchange AG
Swiss Life
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Swiss Life
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SLHN SW
CHF
CHF 621.20
1.6098
CHF 372.72
43.4759%
CHF 621.20
5.7931%
SIX Swiss Exchange AG
Swiss Re
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Swiss Re
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SREN SW
CHF
CHF 106.00
9.434
CHF 63.60
40.8097%
CHF 106.00
1.3495%
SIX Swiss Exchange AG
Zurich Insurance
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Zurich Insurance
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ZURN SW
CHF
CHF 451.50
2.2148
CHF 270.90
41.6855%
CHF 451.50
2.8092%
SIX Swiss Exchange AG