7.00% p.a. Multi Barrier Reverse Convertible
Helvetia Versicherungen, Swiss Life, Swiss Re, Zurich Insurance
Valor
138612563
SIX Symbol
PHJRCH
ISIN
CH1386125632
Identifiers
138612563
CH1386125632
PHJRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
7.00% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
Listed
No
Life Cycle
2 Years
15 Nov 2024
22 Nov 2024
22 Nov 2024
02 Dec 2024
02 Dec 2024
25 Nov 2026
02 Dec 2026
Barrier
65.00%
Continuous barrier observation (american)
22 Nov 2024 - 25 Nov 2026
No
35.05%
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 153.70 CHF 99.91 48.18% CHF 153.70 20.28%
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CHF 733.60 CHF 476.84 41.13% CHF 733.60 9.43%
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CHF 128.30 CHF 83.40 39.79% CHF 128.30 7.36%
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CHF 553.00 CHF 359.45 35.05% CHF 553.00 0.07%
Coupons
Payment Date Amount
04 Mar 2025 1.75%
03 Jun 2025 1.75%
01 Sep 2025 1.75%
02 Dec 2025 1.75%
04 Mar 2026 1.75%
02 Jun 2026 1.75%
01 Sep 2026 1.75%
02 Dec 2026 1.75%
Early Redemption
Observation Date Redemption Amount
25 Nov 2025 100.00%
25 Feb 2026 100.00%
26 May 2026 100.00%
25 Aug 2026 100.00%
Helvetia Versicherungen
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Helvetia Versicherungen
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HELN SW
CHF
CHF 153.70
6.5062
CHF 99.905
48.1821%
CHF 153.70
20.2801%
SIX Swiss Exchange AG
Swiss Life
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Swiss Life
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SLHN SW
CHF
CHF 733.60
1.3631
CHF 476.84
41.1309%
CHF 733.60
9.4321%
SIX Swiss Exchange AG
Swiss Re
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Swiss Re
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SREN SW
CHF
CHF 128.30
7.7942
CHF 83.395
39.787%
CHF 128.30
7.3646%
SIX Swiss Exchange AG
Zurich Insurance
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Zurich Insurance
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ZURN SW
CHF
CHF 553.00
1.8083
CHF 359.45
35.047%
CHF 553.00
0.0723%
SIX Swiss Exchange AG