7.50% p.a. Multi Barrier Reverse Convertible
ABB, Holcim, Novartis, UBS
Valor
137853500
SIX Symbol
PEORCH
ISIN
CH1378535004
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
137853500
CH1378535004
PEORCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
7.61%
-0.90%
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
7.50% 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
1.75 Years
25 Oct 2024
01 Nov 2024
01 Nov 2024
11 Nov 2024
11 Nov 2024
04 Aug 2026
11 Aug 2026
Barrier
55.00%
Continuous barrier observation (american)
01 Nov 2024 - 04 Aug 2026
No
40.79%
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 48.41 CHF 26.63 46.37% CHF 48.41 2.50%
Holcim
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CHF 86.46 CHF 47.55 45.96% CHF 86.46 1.75%
Novartis
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CHF 95.49 CHF 52.52 40.79% CHF 95.49 -7.66%
UBS
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CHF 27.10 CHF 14.91 46.25% CHF 27.10 2.27%
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Coupons
Payment Date Amount
11 Feb 2025 1.875%
12 May 2025 1.875%
11 Aug 2025 1.875%
11 Nov 2025 1.875%
11 Feb 2026 1.875%
11 May 2026 1.875%
11 Aug 2026 1.875%
Early Redemption
Observation Date Redemption Amount
04 Nov 2025 100.00%
04 Feb 2026 100.00%
04 May 2026 100.00%
ABB
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ABB
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ABBN SW
CHF
CHF 48.41
20.6569
CHF 26.6255
46.3736%
CHF 48.41
2.4975%
SIX Swiss Exchange AG
Holcim
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Holcim
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HOLN SW
CHF
CHF 86.46
11.566
CHF 47.553
45.9625%
CHF 86.46
1.75%
SIX Swiss Exchange AG
Novartis
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Novartis
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NOVN SW
CHF
CHF 95.49
10.4723
CHF 52.5195
40.7897%
CHF 95.49
-7.655%
SIX Swiss Exchange AG
UBS
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UBS
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UBSG SW
CHF
CHF 27.10
36.9004
CHF 14.905
46.2495%
CHF 27.10
2.2719%
SIX Swiss Exchange AG