Worst of Reverse Convertible

Symbol: QWZRCH
ISIN: CH1470587986
Issuer:
Raiffeisen
Trade

Chart

    
    

SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Please note that data is only available after start of trading.
Price Time-delayed price
03.06.26
08:24:06
100.00 %
- %
EUR
Volume
3,000
0
nominal
Trading hours for this product: 9:15 – 17:15

Performance

Closing prev. day 99.65
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price 86.97 Volume 10,000
Time 09:16:58 Date 23/03/2026

More Product Information

Core Data

Name Worst of Reverse Convertible
ISIN CH1470587986
Valor 147058798
Symbol QWZRCH
Quotation in percent Yes
Coupon p.a. 14.70%
Coupon Premium 12.85%
Coupon Yield 1.85%
Type Multi Barrier Reverse Convertibles
SVSP Code 1230
Barrier reached No
Exercise type American
Currency Euro
First Trading Date 25/08/2025
Date of maturity 25/08/2026
Last trading day 18/08/2026
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: 02/06/2026

Average Spread 0.80%
Last Best Bid Price 99.65 %
Last Best Ask Price 100.49 %
Last Best Bid Volume 250,000
Last Best Ask Volume 250,000
Average Buy Volume 250,000
Average Sell Volume 250,000
Average Buy Value 249,838 EUR
Average Sell Value 251,838 EUR
Spreads Availability Ratio 14.95%
Quote Availability 100.00%

Underlyings

Name Deutsche Bank AG ING Groep N.V. Banco Santander Central Hispano S.A.
ISIN DE0005140008 NL0011821202 ES0113900J37
Price 25.165 CHF 26.165 EUR 10.493 EUR
Date 20/05/26 14:41 03/06/26 22:58 03/06/26 22:58
Cap 31.245 EUR 21.1471 EUR 8.244 EUR
Distance to Cap -4.23 5.6129 2.46
Distance to Cap in % -15.66% 20.98% 22.98%
Is Cap Level reached No No No
Barrier 20.3093 EUR 13.7456 EUR 5.3586 EUR
Distance to Barrier 6.7057 13.0144 5.3454
Distance to Barrier in % 24.82% 48.63% 49.94%
Is Barrier reached No No No

Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.