Worst of Reverse Convertible

Symbol: LRERCH
ISIN: CH1240586698
Issuer:
Raiffeisen
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Please note that data is only available after start of trading.

Performance

Closing prev. day 71.41
Diff. absolute / % -12.87 -18.02%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Worst of Reverse Convertible
ISIN CH1240586698
Valor 124058669
Symbol LRERCH
Quotation in percent Yes
Coupon p.a. 11.50%
Coupon Premium 9.62%
Coupon Yield 1.88%
Type Multi Barrier Reverse Convertibles
SVSP Code 1230
Barrier reached Yes (Swatch Group I - 24/01/2024)
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 10/03/2023
Date of maturity 10/06/2024
Last trading day 03/06/2024
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Raiffeisen

Key data

Sideways yield p.a. -

market maker quality Date: 25/04/2024

Average Spread -
Last Best Bid Price 58.02 %
Last Best Ask Price - %
Last Best Bid Volume 250,000
Last Best Ask Volume 0
Average Buy Volume 0
Average Sell Volume 0
Average Buy Value 0 CHF
Average Sell Value 0 CHF
Spreads Availability Ratio 0.00%
Quote Availability 100.00%

Underlyings

Name UBS Group AG Swatch Group I Julius Baer Group
ISIN CH0244767585 CH0012255151 CH0102484968
Price 25.05 CHF 195.9500 CHF 49.1200 CHF
Date 26/04/24 17:19 26/04/24 17:19 26/04/24 17:19
Cap 20.68 CHF 338.70 CHF 62.58 CHF
Distance to Cap 4.23 -142.35 -13.46
Distance to Cap in % 16.98% -72.50% -27.40%
Is Cap Level reached No No No
Barrier 12.20 CHF 199.83 CHF 36.92 CHF
Distance to Barrier 12.71 1.27001 12.2
Distance to Barrier in % 51.02% 0.63% 24.84%
Is Barrier reached No Yes No

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