Worst of Reverse Convertible

Symbol: MRFRCH
ISIN: CH1259334428
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 74.76
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Worst of Reverse Convertible
ISIN CH1259334428
Valor 125933442
Symbol MRFRCH
Quotation in percent Yes
Coupon p.a. 7.40%
Coupon Premium 5.47%
Coupon Yield 1.93%
Type Multi Barrier Reverse Convertibles
SVSP Code 1230
Barrier reached Yes (Swatch Group I - 09/09/2024)
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 28/07/2023
Date of maturity 28/07/2025
Last trading day 21/07/2025
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Raiffeisen

Key data

Ask Price (basis for calculation) 96.0000
Maximum yield 9.97%
Maximum yield p.a. 14.67%
Sideways yield p.a. -

market maker quality Date: 20/11/2024

Average Spread -
Last Best Bid Price 62.81 %
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 Swatch Group I Barry Callebaut AG Lindt & Sprüngli AG PS
ISIN CH0012255151 CH0009002962 CH0010570767
Price 159.50 CHF 1,346.00 CHF 10,020.00 CHF
Date 22/11/24 17:30 22/11/24 17:30 22/11/24 17:30
Cap 270.50 CHF 1,651.00 CHF 10,940.00 CHF
Distance to Cap -109.85 -301 -910
Distance to Cap in % -68.38% -22.30% -9.07%
Is Cap Level reached No No No
Barrier 159.60 CHF 974.09 CHF 6,454.60 CHF
Distance to Barrier -0.700006 375.91 3575.4
Distance to Barrier in % -0.44% 27.85% 35.65%
Is Barrier reached Yes No No

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