Worst of Reverse Convertible

Symbol: JMCRCH
ISIN: CH1140875860
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 77.30
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Worst of Reverse Convertible
ISIN CH1140875860
Valor 114087586
Symbol JMCRCH
Quotation in percent Yes
Coupon p.a. 4.60%
Coupon Premium 4.60%
Type Multi Barrier Reverse Convertibles
SVSP Code 1230
Barrier reached Yes (Roche AG - 02/05/2024)
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 10/12/2021
Date of maturity 10/12/2024
Last trading day 03/12/2024
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: 22/11/2024

Average Spread -
Last Best Bid Price 65.01 %
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 99.85%

Underlyings

Name Nestlé S.A. Novartis AG Roche AG
ISIN CH0038863350 CH0012005267 CH0012032048
Price 75.9600 CHF 91.93 CHF 253.50 CHF
Date 25/11/24 17:19 25/11/24 17:31 25/11/24 17:19
Cap 118.82 CHF 73.57 CHF 362.25 CHF
Distance to Cap -42.92 18.81 -108.75
Distance to Cap in % -56.55% 20.36% -42.90%
Is Cap Level reached No No No
Barrier 70.10 CHF 43.41 CHF 213.73 CHF
Distance to Barrier 5.8 48.97 0.370006
Distance to Barrier in % 7.64% 53.01% 0.17%
Is Barrier reached No No Yes

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