3.70% p.a. Multi Barrier Reverse Convertible
EURO STOXX 50® Index, S&P 500®, Swiss Market Index®
Valor
135619221
SIX Symbol
OSRRCH
ISIN
CH1356192216
Identifiers
135619221
CH1356192216
OSRRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
3.70% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
Listed
Yes
Life Cycle
3 Years
02 Aug 2024
09 Aug 2024
09 Aug 2024
16 Aug 2024
16 Aug 2024
09 Aug 2027
16 Aug 2027
Barrier
63.00%
Continuous barrier observation (american)
09 Aug 2024 - 09 Aug 2027
No
37.55%
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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EUR 4'675.28 EUR 2'945.43 45.17% EUR 4'675.28 12.97%
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USD 5'344.16 USD 3'366.82 45.90% USD 5'344.16 14.13%
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CHF 11'865.93 CHF 7'475.54 37.55% CHF 11'865.93 0.87%
Coupons
Payment Date Amount
18 Nov 2024 0.925%
17 Feb 2025 0.925%
16 May 2025 0.925%
18 Aug 2025 0.925%
17 Nov 2025 0.925%
16 Feb 2026 0.925%
19 May 2026 0.925%
17 Aug 2026 0.925%
16 Nov 2026 0.925%
16 Feb 2027 0.925%
18 May 2027 0.925%
16 Aug 2027 0.925%
Early Redemption
Observation Date Redemption Amount
11 Aug 2025 100.00%
10 Nov 2025 100.00%
09 Feb 2026 100.00%
11 May 2026 100.00%
10 Aug 2026 100.00%
09 Nov 2026 100.00%
09 Feb 2027 100.00%
10 May 2027 100.00%
Euro STOXX 50
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Euro STOXX 50
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SX5E
EUR
EUR 4'675.28
EUR 2'945.4264
45.1703%
EUR 4'675.28
12.9687%
STOXX Europe Calendar
S&P 500
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S&P 500
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SPX
USD
USD 5'344.16
USD 3'366.8208
45.8997%
USD 5'344.16
14.1265%
NYSE
SMI
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SMI
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SMI
CHF
CHF 11'865.93
0.0843
CHF 7'475.5359
37.5511%
CHF 11'865.93
0.8748%
SIX Swiss Exchange AG