Week 12: Indices (Part 2)
Please find due to further increased volatilities our idea on global indices (Part 2)
Please find due to further increased volatilities our idea on global indices (Part 2)
We use the currently high volatilities by developing two Barrier Reverse Convertibles on Indices. Due to the safeguard measures such as a Put Strike (75%), a european Barrier (59%) or an american barrier (59%), the risks compared to a direct investment are reduced significantly, without foregoing attractive Coupons.
12M BRC on Indices in CHF/EUR/USD
| Currency | CHF | EUR | USD |
| Denomination | CHF 1'000.-- | EUR 1'000 | USD 1'000 |
| Maturity | 12 months | ||
| Underlying (Worst Of) | Swiss Market Index (SMI) Euro Stoxx 50 (SX5E) Nikkei 225 (NKX) S&P 500 (SPX) |
||
| Coupon guaranteed with Put Strike 75% |
12.80% p.a. | 12.72% p.a. | 13.24% p.a. |
| Coupon guaranteed with Barrier (european) 59% |
11.56% p.a. | 11.64% p.a. | 12.68% p.a. |
| Coupon guaranteed with Barrier (american) 59% |
15.88% p.a. | 16.20% p.a. | 17.12% p.a. |
| Observation | Quarterly | ||
| Autocall | 100% | ||
| Indication | 17.03.2020 | ||
| Size | [CCY] 1'000'000;-- | ||
| Issuer | Rating A- minimum | ||
| Issue Price | 100% | ||
| Finders Fee | Up on request | ||
24M BRC on Indices in CHF/EUR/USD
| Currency | CHF | EUR | USD |
| Denomination | CHF 1'000.-- | EUR 1'000 | USD 1'000 |
| Maturity | 24 months | ||
| Underlying (Worst Of) | Swiss Market Index (SMI) Euro Stoxx 50 (SX5E) Nikkei 225 (NKX) S&P 500 (SPX) |
||
| Coupon guaranteed with Put Strike 75% |
8.20% p.a. | 8.42% p.a. | 9.88% p.a. |
| Coupon guaranteed with Barrier (european) 59% |
9.80% p.a. | 9.92% p.a. | 10.52% p.a. |
| Coupon guaranteed with Barrier (american) 59% |
12.46% p.a. | 12.68% p.a. | 13.40% p.a. |
| Observation | Quarterly | ||
| Autocall | 100% | ||
| Indication | 17.03.2020 | ||
| Size | [CCY] 1'000'000;-- | ||
| Issuer | Rating A- minimum | ||
| Issue Price | 100% | ||
| Finders Fee | Up on request | ||
We are happy to customize the relevant components exactly to your personal preferences. Please imagine that the indications can change day by day.
Are you interested in this topic? Please contact us and we will replicate your personal market view "tailor made" with our innovative products. .
Text und analysis by Florian Franz
Partner at Carat Solutions AG
The chart provides you the development of the relevant underlyings during the last 24 months:
