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Yield Enhancement

Over 15% coupon despite low volatility: The versatility of BRC

Thursday, 6 May 2021 Reading time : 2 minutes

The volatility of the leading indices and their largest components remains extraordinarily low. In phases with little movement, barrier reverse convertibles are nevertheless suitable for optimizing returns if the right selection is made. Such products make it possible - among other things - to combine individual securities with higher volatility and to capitalize on this volatility. This results in attractive returns with low barriers.


Products with underlyings from the USA

Barrier Reverse Convertible on Twitter, Snapchat and Facebook (USD/CHF)

  • Coupon at 16.50% / 15.75% p.a.* (USD/CHF)
  • Defensive barrier at 59.00%* (USD/CHF)
  • 12 months maturity
  • Subscription period until 12.05.2021
  • Termsheet USD
  • Termsheet CHF

Products with Underlyings from Switzerland and Europe

Barrier Reverse Convertible on ams, Logitech and Kudelski (CHF)

  • Coupon at 18.00%* p.a.
  • Defensive Barrier at 57.00%*
  • 12 months maturity
  • Subscription period until 11.05.2021
  • Termsheet
Barrier Reverse Convertible of Siemens Energy, Vestas Wind and NEL (CHF)
  • Coupon at 17.00%* p.a.
  • Defensive barrier at 52.00%*
  • 12 months maturity
  • Subscription period until 12.05.2021
  • Termsheet


Also interesting: 
Take advantage of movements of the NASDAQ index in both directions with warrants on Invesco QQQ ETF


*indicative

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