6.00% p.a. Multi Barrier Reverse Convertible
Lindt & Sprüngli, Nestlé, Swatch
Valor
131250411
SIX Symbol
OSFRCH
ISIN
CH1312504116
Identifiers
131250411
CH1312504116
OSFRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
6.00% p.a.
Cash Settlement
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
Listed
No
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
59.00%
Continuous barrier observation (american)
09 Aug 2024 - 12 Aug 2026
No
24.04%
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 11'030.00 CHF 6'507.70 51.88% CHF 11'030.00 18.45%
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CHF 89.00 CHF 52.51 37.67% CHF 89.00 -5.64%
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CHF 180.25 CHF 106.35 24.04% CHF 180.25 -28.75%
Coupons
Payment Date Amount
19 Nov 2024 1.50%
19 Feb 2025 1.50%
19 May 2025 1.50%
19 Aug 2025 1.50%
19 Nov 2025 1.50%
19 Feb 2026 1.50%
20 May 2026 1.50%
19 Aug 2026 1.50%
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%
Lindt & Spruengli
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Lindt & Spruengli
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LISP SW
CHF
CHF 11'030.00
CHF 6'507.70
51.8839%
CHF 11'030.00
18.4473%
SIX Swiss Exchange AG
Nestlé
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Nestlé
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NESN SW
CHF
CHF 89.00
CHF 52.51
37.6736%
CHF 89.00
-5.638%
SIX Swiss Exchange AG
Swatch
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Swatch
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UHR SW
CHF
CHF 180.25
CHF 106.3475
24.0375%
CHF 180.25
-28.75%
SIX Swiss Exchange AG