Product performance

Product performance

 

The first of the product valuations for this month is a one-year reverse convertible linked to the stock of Ford Motor Company, which was the most popular underlying (by notional amount) for such structures in the US in December 2010, accounting for 30% of notional sold of this product type.

The product has an 80% barrier, which means capital is at risk if the final level of the stock is below its starting level. There is a coupon of roughly 15.8% per annum regardless of the movement of the un

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: