Yield Enhancement with Single Stocks
Sunday, 15 October 2023 Reading time : 1 minute
Yield enhancement products are often structured with worst-of baskets. In the case of (barrier) reverse convertibles, however, it can be quite attractive to select a single underlying - although this reduces the yield, it also reduces the probability that a strike or barrier will be undershot.
Type |
Valor |
Underlyings |
Coupon p.a. |
Barrier |
Duration (m) |
Currency |
Subsciption until |
BRC |
127347054 |
Logitech |
8% |
70% |
12 |
CHF |
27.10.2023 |
BRC |
127347055 |
Julius Bär |
7% |
70% |
12 |
CHF |
27.10.2023 |
RC |
127347057 |
Richemont |
8% |
90% Strike |
6 |
CHF |
27.10.2023 |
RC |
127347058 |
VAT Group AG |
9% |
90% Strike |
6 |
CHF |
27.10.2023 |
BRC |
127347075 |
ASML |
9% |
69% |
12 |
EUR |
27.10.2023 |
BRC |
127347079 |
S&P 500® |
6% |
60% |
12 |
USD |
27.10.2023 |
BRC |
127347081 |
Apple |
9% |
70% |
12 |
USD |
27.10.2023 |
BRC |
127347082 |
Amazon |
10% |
64% |
12 |
USD |
27.10.2023 |