6.80% p.a. Multi Barrier Reverse Convertible
ABB, Swisscom, Zurich Insurance
Valor
137853445
SIX Symbol
OZIRCH
ISIN
CH1378534452
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
137853445
CH1378534452
OZIRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
6.35%
-0.17%
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
6.80% 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
No
Life Cycle
2 Years
20 Sep 2024
27 Sep 2024
27 Sep 2024
07 Oct 2024
07 Oct 2024
30 Sep 2026
07 Oct 2026
Barrier
65.00%
Continuous barrier observation (american)
27 Sep 2024 - 30 Sep 2026
No
31.66%
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
ABB
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CHF 49.37 CHF 32.09 31.66% CHF 49.37 -5.14%
Swisscom
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CHF 552.50 CHF 359.13 36.66% CHF 552.50 2.56%
Zurich Insurance
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CHF 512.80 CHF 333.32 42.73% CHF 512.80 11.89%
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Coupons
Payment Date Amount
08 Jan 2025 1.70%
07 Apr 2025 1.70%
07 Jul 2025 1.70%
07 Oct 2025 1.70%
08 Jan 2026 1.70%
08 Apr 2026 1.70%
07 Jul 2026 1.70%
07 Oct 2026 1.70%
Early Redemption
Observation Date Redemption Amount
30 Sep 2025 100.00%
30 Dec 2025 100.00%
30 Mar 2026 100.00%
30 Jun 2026 100.00%
ABB
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ABB
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ABBN SW
CHF
CHF 49.37
20.2552
CHF 32.0905
31.6569%
CHF 49.37
-5.1432%
SIX Swiss Exchange AG
Swisscom
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Swisscom
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SCMN SW
CHF
CHF 552.50
1.81
CHF 359.125
36.6623%
CHF 552.50
2.5573%
SIX Swiss Exchange AG
Zurich Insurance
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Zurich Insurance
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ZURN SW
CHF
CHF 512.80
1.9501
CHF 333.32
42.7285%
CHF 512.80
11.89%
SIX Swiss Exchange AG