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Yield Enhancement

Yield enhancement with SMI heavyweights

Friday, 15 July 2022 Reading time : 1 minute

The Swiss stock market heavyweights Nestlé, Novartis and Roche together account for more than half of the weights of the leading SMI index. The implied volatility of these three stocks is generally well below the mean of the SMI stocks, suggesting relative price stability. This makes them popular underlyings for yield enhancement products.


Type Valor Underlyings Coupon p.a. Barrier Duration (m) Currency Subsciption until
BRC 121487954 Nestlé, Novartis, Roche 7.50% 75% 12 CHF 07.02.2023
BRC 121488105 Nestlé, Novartis, Roche, Zurich 7.00% 66% 12 CHF 06.02.2023
CBRC 121488149 Nestlé, Novartis, Roche, Alcon, Richemont 9.00% 50% 18 CHF 10.02.2023
BRC 121488151 Nestlé, ABB, Swisscom, Swiss Life, Novartis 7.50% 65% 12 CHF 08.02.2023


Further products in subscription in swiss francs and / or on swiss stocks can be found here


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