Worst of Reverse Convertible

Termsheet  
Symbol: PPDRCH
Underlyings: Givaudan / Nestlé S.A. / Swiss RE AG / Swisscom N Basket
ISIN: CH1408630882
Issuer:
Raiffeisen

Chart

Intraday 1 Week 1 Mth 3 Mths 6 Mths 1 Year
    
Bid 99.10
    
Ask 99.90
Created with Highcharts 8.0.010:0010:3011:0011:3012:0012:3013:0013:3014:0014:3015:0015:3016:0016:3017:0098.59999.5100100.5

More Product Information

Details Underlying Information & Tools

Core Data

Name Worst of Reverse Convertible
ISIN CH1408630882
Valor 140863088
Symbol PPDRCH
Barrier 48.04 CHF
Cap 77.48 CHF
Quotation in percent Yes
Coupon p.a. 7.00%
Coupon Premium 6.86%
Coupon Yield 0.14%
Type Barrier Reverse Convertibles
SVSP Code 1230
Barrier reached No
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 10/02/2025
Date of maturity 10/02/2027
Last trading day 03/02/2027
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Raiffeisen

Key data

Ask Price (basis for calculation) 99.9800
Maximum yield 14.02%
Maximum yield p.a. 7.94%
Sideways yield 14.02%
Sideways yield p.a. 7.94%

market maker quality Date: 05/05/2025

Average Spread 0.81%
Last Best Bid Price 99.21 %
Last Best Ask Price 100.01 %
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 247,386 CHF
Average Sell Value 249,386 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

Underlyings

Name Nestlé S.A. Swiss RE AG Swisscom N Givaudan
ISIN CH0038863350 CH0126881561 CH0008742519 CH0010645932
Price 88.1600 CHF 152.30 CHF 551.00 CHF 4,032.00 CHF
Date 06/05/25 17:30 06/05/25 17:30 06/05/25 17:30 06/05/25 17:30
Cap 77.48 CHF 139.40 CHF 513.50 CHF 3,987.00 CHF
Distance to Cap 10.5 12.4 35.5 59
Distance to Cap in % 11.93% 8.17% 6.47% 1.46%
Is Cap Level reached No No No No
Barrier 48.0376 CHF 86.428 CHF 318.37 CHF 2,471.94 CHF
Distance to Barrier 39.9424 65.372 230.63 1574.06
Distance to Barrier in % 45.40% 43.06% 42.01% 38.90%
Is Barrier reached No No No No

Cookie notification

I agree

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