6.00% p.a. Multi Barrier Reverse Convertible
Swiss Life, Swiss Re, Zurich Insurance
Valor
131249680
SIX Symbol
OGSRCH
ISIN
CH1312496800
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
131249680
CH1312496800
OGSRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
5.64%
-0.38%
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
6.00% 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
2.5 Years
10 May 2024
17 May 2024
17 May 2024
24 May 2024
24 May 2024
17 Nov 2026
24 Nov 2026
Barrier
59.00%
Continuous barrier observation (american)
17 May 2024 - 17 Nov 2026
No
42.00%
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
Swiss Life
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CHF 626.60 CHF 369.69 46.69% CHF 626.60 9.65%
Swiss Re
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CHF 110.10 CHF 64.96 42.00% CHF 110.10 1.70%
Zurich Insurance
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CHF 471.80 CHF 278.36 43.13% CHF 471.80 3.62%
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Coupons
Payment Date Amount
26 Aug 2024 1.50%
25 Nov 2024 1.50%
24 Feb 2025 1.50%
26 May 2025 1.50%
25 Aug 2025 1.50%
24 Nov 2025 1.50%
24 Feb 2026 1.50%
26 May 2026 1.50%
24 Aug 2026 1.50%
24 Nov 2026 1.50%
Early Redemption
Observation Date Redemption Amount
19 May 2025 100.00%
18 Aug 2025 100.00%
17 Nov 2025 100.00%
17 Feb 2026 100.00%
18 May 2026 100.00%
17 Aug 2026 100.00%
Swiss Life
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Swiss Life
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SLHN SW
CHF
CHF 626.60
1.5959
CHF 369.694
46.6916%
CHF 626.60
9.6467%
SIX Swiss Exchange AG
Swiss Re
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Swiss Re
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SREN SW
CHF
CHF 110.10
9.0827
CHF 64.959
42.0009%
CHF 110.10
1.6964%
SIX Swiss Exchange AG
Zurich Insurance
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Zurich Insurance
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ZURN SW
CHF
CHF 471.80
2.1195
CHF 278.362
43.1334%
CHF 471.80
3.6159%
SIX Swiss Exchange AG