8.20% p.a. Multi Barrier Reverse Convertible
AXA, Swiss Life, Swiss Re, Zurich Insurance
Valor
138612299
SIX Symbol
PDYRCH
ISIN
CH1386122993
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
138612299
CH1386122993
PDYRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
3.26%
4.11%
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
8.20% 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
Yes
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
65.00%
Continuous barrier observation (american)
01 Nov 2024 - 04 Aug 2026
No
41.88%
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
AXA
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EUR 34.28 EUR 22.28 45.28% EUR 34.28 15.82%
Swiss Life
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CHF 713.40 CHF 463.71 44.30% CHF 713.40 14.31%
Swiss Re
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CHF 111.90 CHF 72.74 51.16% CHF 111.90 24.86%
Zurich Insurance
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CHF 515.60 CHF 335.14 41.88% CHF 515.60 10.58%
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Coupons
Payment Date Amount
11 Feb 2025 2.05%
12 May 2025 2.05%
11 Aug 2025 2.05%
11 Nov 2025 2.05%
11 Feb 2026 2.05%
11 May 2026 2.05%
11 Aug 2026 2.05%
Early Redemption
Observation Date Redemption Amount
04 Nov 2025 100.00%
04 Feb 2026 100.00%
04 May 2026 100.00%
AXA
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AXA
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CS FP
EUR
EUR 34.28
EUR 22.282
45.28%
EUR 34.28
15.8153%
Euronext Paris
Swiss Life
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Swiss Life
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SLHN SW
CHF
CHF 713.40
1.4017
CHF 463.71
44.2991%
CHF 713.40
14.3063%
SIX Swiss Exchange AG
Swiss Re
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Swiss Re
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SREN SW
CHF
CHF 111.90
8.9366
CHF 72.735
51.16%
CHF 111.90
24.8615%
SIX Swiss Exchange AG
Zurich Insurance
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Zurich Insurance
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ZURN SW
CHF
CHF 515.60
1.9395
CHF 335.14
41.8765%
CHF 515.60
10.5793%
SIX Swiss Exchange AG