7.20% p.a. Multi Barrier Reverse Convertible
Allianz, AXA, Swiss Re, Zurich Insurance
Valor
131250408
SIX Symbol
OSCRCH
ISIN
CH1312504082
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
131250408
CH1312504082
OSCRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
4.97%
1.31%
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
Yes
Life Cycle
2 Years
02 Aug 2024
09 Aug 2024
09 Aug 2024
19 Aug 2024
19 Aug 2024
12 Aug 2026
19 Aug 2026
Barrier
62.00%
Continuous barrier observation (american)
09 Aug 2024 - 12 Aug 2026
No
42.23%
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
Allianz
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EUR 255.90 EUR 158.66 45.97% EUR 255.90 12.86%
AXA
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EUR 32.60 EUR 20.21 42.23% EUR 32.60 6.83%
Swiss Re
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CHF 103.90 CHF 64.42 44.35% CHF 103.90 10.24%
Zurich Insurance
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CHF 460.80 CHF 285.70 44.38% CHF 460.80 10.30%
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Coupons
Payment Date Amount
19 Nov 2024 1.80%
19 Feb 2025 1.80%
19 May 2025 1.80%
19 Aug 2025 1.80%
19 Nov 2025 1.80%
19 Feb 2026 1.80%
20 May 2026 1.80%
19 Aug 2026 1.80%
Early Redemption
Observation Date Redemption Amount
12 Aug 2025 100.00%
12 Nov 2025 100.00%
12 Feb 2026 100.00%
12 May 2026 100.00%
Allianz
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Allianz
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ALV GY
EUR
EUR 255.90
EUR 158.658
45.9704%
EUR 255.90
12.8554%
Xetra
AXA
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AXA
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CS FP
EUR
EUR 32.60
EUR 20.212
42.2349%
EUR 32.60
6.8305%
Euronext Paris
Swiss Re
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Swiss Re
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SREN SW
CHF
CHF 103.90
9.6246
CHF 64.418
44.3473%
CHF 103.90
10.2376%
SIX Swiss Exchange AG
Zurich Insurance
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Zurich Insurance
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ZURN SW
CHF
CHF 460.80
2.1701
CHF 285.696
44.3847%
CHF 460.80
10.2978%
SIX Swiss Exchange AG