Eusipa Derivate Map

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map
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Supporting Partners

The following supporting market
participants have agreed to integrate
the eusipa categorization on their
websites and other information
material available to the public
within the next months
Associations
ddv ddv
svs za
 afpdb
Exchanges & Dataproviders
ndx ndx
scoach six
Issuers
creditsuisse privat
efg goldmansachs
goldmansachs juliusbaer
merrilllynch rbs
rbs ubs
unicredit privat
zuericher zuericher
zuericher

1220 Reverse Convertibles

  • Print

1100

Market Expectation
 
  • Underlying trades sideways to slightly higher
  • Falling volatility

Characteristics
 
  • Should the underlying close below the Strike at expiry, the underlying and/or a cash amount is redeemed
  • Should the underlying close above the Strike at expiry, the nominal plus the coupon is paid at redemption.
  • The coupon is always paid, irrespective of the development of the underlying
  • Reduced loss potential compared to a direct investment
  • Larger coupons can be achieved at a greater risk if the product is based on multiple underlyings (multi-asset)
  • Any payouts attributable to the underlying are used in favour of the strategy
  • Limited profit potential (Cap)

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