Commerzbank Corporates & Markets has launched its first structured product in the UK market. The UK Premia Fund is Ucits III-compliant and provides returns by converting the arbitrage between implied volatility and realised volatility from exposure to the Commerzbank Rolling Reverse Convertible Strategy index UK.
The index replicates the returns of investing in one-month reverse convertibles on the FTSE 100 index with 10% soft downside protection. If the FTSE 100 does not fall by 10% during the m
The week on Risk.net, July 7-13, 2018Receive this by email