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Yield Enhancement

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

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