6.00% p.a. Multi Barrier Reverse Convertible
Baloise, Cembra Money Bank, Helvetia Versicherungen, Swiss Life
Valor
137853234
SIX Symbol
OVRRCH
ISIN
CH1378532340
Identifiers
137853234
CH1378532340
OVRRCH
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 or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
Listed
No
Life Cycle
2 Years
30 Aug 2024
06 Sep 2024
06 Sep 2024
16 Sep 2024
16 Sep 2024
09 Sep 2026
16 Sep 2026
Barrier
60.00%
Continuous barrier observation (american)
06 Sep 2024 - 09 Sep 2026
No
48.90%
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 158.10 CHF 94.86 49.52% CHF 158.10 15.86%
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CHF 75.90 CHF 45.54 53.29% CHF 75.90 22.15%
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CHF 134.90 CHF 80.94 56.54% CHF 134.90 27.57%
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CHF 692.40 CHF 415.44 48.90% CHF 692.40 14.83%
Coupons
Payment Date Amount
16 Dec 2024 1.50%
17 Mar 2025 1.50%
17 Jun 2025 1.50%
16 Sep 2025 1.50%
16 Dec 2025 1.50%
16 Mar 2026 1.50%
16 Jun 2026 1.50%
16 Sep 2026 1.50%
Early Redemption
Observation Date Redemption Amount
09 Sep 2025 100.00%
09 Dec 2025 100.00%
09 Mar 2026 100.00%
09 Jun 2026 100.00%
Baloise
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Baloise
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BALN SW
CHF
CHF 158.10
6.3251
CHF 94.86
49.5157%
CHF 158.10
15.8595%
SIX Swiss Exchange AG
Cembra Money Bank
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Cembra Money Bank
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CMBN SW
CHF
CHF 75.90
13.1752
CHF 45.54
53.2923%
CHF 75.90
22.1538%
SIX Swiss Exchange AG
Helvetia Versicherungen
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Helvetia Versicherungen
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HELN SW
CHF
CHF 134.90
7.4129
CHF 80.94
56.5423%
CHF 134.90
27.5705%
SIX Swiss Exchange AG
Swiss Life
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Swiss Life
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SLHN SW
CHF
CHF 692.40
1.4443
CHF 415.44
48.9004%
CHF 692.40
14.8339%
SIX Swiss Exchange AG