Product details Underlyings
14.20% p.a. Multi Barrier Reverse Convertible
Siemens Energy, Vestas Wind Systems
Valor
138612294
SIX Symbol
PDTRCH
ISIN
CH1386122944
Issue Terms

14.20% p.a. Multi Barrier Reverse Convertible on Siemens Energy, Vestas Wind Systems

Identifiers
Valor 138612294
ISIN CH1386122944
SIX Symbol PDTRCH
Product Category Yield Enhancement
Product Group Barrier Reverse Convertible
Product Type Callable Multi Barrier Reverse Convertible
SSPA Product Type 1230
Parameters
Issuer Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Guarantor Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Coupon Payment Quarterly
Coupon 14.20% p.a.
Settlement Type Cash Settlement or Delivery of Underlying
Quoting Type Dirty (accrued interest included)
Issue Price 100%
Denomination CHF 1'000.00
Currency CHF
Exchange Listed
Quanto Yes
Life Cycle
Tenor 1 Year
Start Subscription Period 25 Oct 2024
End Subscription Period 01 Nov 2024
Initial Fixing Date 01 Nov 2024
Issue Date 11 Nov 2024
First Trading Day 11 Nov 2024
Maturity 04 Nov 2025
Redemption Date 11 Nov 2025
Barrier
Barrier 59.00%
Barrier Type Continuous barrier observation (american)
Barrier Observation Period 01 Nov 2024 - 04 Nov 2025
Barrier Event No
Distance to Barrier 27.70%
Product Specific Features
Strike Level 100.00%
Performance
Name Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
Name Market Price
EUR 88.58
Initial Fixing Level EUR 38.31 Barrier Level EUR 22.60 Distance to Barrier 74.48% Strike Level EUR 38.31 Distance to Strike 56.75%
Name Market Price
DKK 108.25
Initial Fixing Level DKK 132.65 Barrier Level DKK 78.26 Distance to Barrier 27.70% Strike Level DKK 132.65 Distance to Strike -22.54%
Coupons
Payment Date Amount
Payment Date11 Feb 2025 Amount3.55%
Payment Date12 May 2025 Amount3.55%
Payment Date11 Aug 2025 Amount3.55%
Payment Date11 Nov 2025 Amount3.55%
Early Redemption
Observation Date Redemption Amount
Observation Date05 May 2025 Redemption Amount100.00%
Observation Date04 Aug 2025 Redemption Amount100.00%