Worst of Reverse Convertible

Termsheet  
Symbol: RNCRCH
Underlyings: Partners Group Hldg. AG / Sunrise Communications Aktie / Swiss RE AG / Swisscom N
ISIN: CH1511303260
Issuer:
Raiffeisen
Trade

Chart

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
13.11.26
17:30:14
87.45 %
88.30 %
CHF
Volume
250,000
250,000
nominal
Trading hours for this product: 9:15 – 17:15

Performance

Closing prev. day 88.87
Diff. absolute / % -1.47 -1.65%

Determined prices

Last Price 88.67 Volume 25,000
Time 09:16:07 Date 09/11/2026

More Product Information

Details Underlying Information & Tools

Core Data

Name Worst of Reverse Convertible
ISIN CH1511303260
Valor 151130326
Symbol RNCRCH
Quotation in percent Yes
Coupon p.a. 7.00%
Coupon Premium 6.99%
Coupon Yield 0.01%
Type Multi Barrier Reverse Convertibles
SVSP Code 1230
Barrier reached No
Exercise type American
Currency Swiss Franc
First Trading Date 08/01/2026
Date of maturity 08/10/2027
Last trading day 29/09/2027
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Raiffeisen

Key data

Ask Price (basis for calculation) 88.1300
Maximum yield 21.40%
Maximum yield p.a. 23.74%
Sideways yield 21.40%
Sideways yield p.a. 23.74%

market maker quality Date: 12/11/2026

Average Spread 0.95%
Last Best Bid Price 88.00 %
Last Best Ask Price 89.00 %
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 22,183,200 CHF
Average Sell Value 22,395,700 CHF
Spreads Availability Ratio 99.88%
Quote Availability 99.88%

Underlyings

Name Swiss RE AG Swisscom N Partners Group Hldg. AG Sunrise Communications Aktie
ISIN CH0126881561 CH0008742519 CH0024608827 CH1386220409
Price 153.05 CHF 724.50 CHF 658.4000 CHF 41.92 CHF
Date 13/11/26 17:30 13/11/26 17:30 13/11/26 17:30 13/11/26 17:30
Cap 132.85 CHF 575.50 CHF 982.40 CHF 42.42 CHF
Distance to Cap 20.1 148.5 -325.6 -1.02
Distance to Cap in % 13.14% 20.51% -49.57% -2.46%
Is Cap Level reached No No No No
Barrier 65.0965 CHF 281.995 CHF 481.376 CHF 20.7858 CHF
Distance to Barrier 87.8535 442.005 175.424 20.6142
Distance to Barrier in % 57.44% 61.05% 26.71% 49.79%
Is Barrier reached No No No No

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