6.00% p.a. Multi Barrier Reverse Convertible
Helvetia Versicherungen, Swiss Life, Swiss Re
Valor
131250164
SIX Symbol
OOYRCH
ISIN
CH1312501641
Currency
CHF
Bid (indicative)
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250'000.00
Ask (indicative)
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226'000.00
Price on
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Identifiers
131250164
CH1312501641
OOYRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
6.15%
-0.94%
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 226'000.00
Listed
No
Life Cycle
2.5 Years
05 Jul 2024
12 Jul 2024
12 Jul 2024
19 Jul 2024
19 Jul 2024
12 Jan 2027
19 Jan 2027
Barrier
57.00%
Continuous barrier observation (american)
12 Jul 2024 - 12 Jan 2027
No
40.45%
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 125.00 CHF 71.25 45.19% CHF 125.00 3.85%
Swiss Life
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CHF 676.20 CHF 385.43 42.90% CHF 676.20 -0.18%
Swiss Re
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CHF 110.80 CHF 63.16 40.45% CHF 110.80 -4.48%
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Coupons
Payment Date Amount
21 Oct 2024 1.50%
20 Jan 2025 1.50%
23 Apr 2025 1.50%
21 Jul 2025 1.50%
20 Oct 2025 1.50%
19 Jan 2026 1.50%
20 Apr 2026 1.50%
20 Jul 2026 1.50%
19 Oct 2026 1.50%
19 Jan 2027 1.50%
Early Redemption
Observation Date Redemption Amount
14 Jul 2025 100.00%
13 Oct 2025 100.00%
12 Jan 2026 100.00%
13 Apr 2026 100.00%
13 Jul 2026 100.00%
12 Oct 2026 100.00%
Helvetia Versicherungen
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Helvetia Versicherungen
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HELN SW
CHF
CHF 125.00
8.00
CHF 71.25
45.1923%
CHF 125.00
3.8462%
SIX Swiss Exchange AG
Swiss Life
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Swiss Life
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SLHN SW
CHF
CHF 676.20
1.4789
CHF 385.434
42.8987%
CHF 676.20
-0.1778%
SIX Swiss Exchange AG
Swiss Re
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Swiss Re
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SREN SW
CHF
CHF 110.80
9.0253
CHF 63.156
40.447%
CHF 110.80
-4.479%
SIX Swiss Exchange AG