Volatility boosts Brazilian equity reverse convertible coupons
Annualised coupons offered on three-month reverse convertibles linked to Brazilian blue-chip stocks have soared over the past few months because of the extreme equity volatility environment. A reverse convertible priced in January last year on Companhia Vale do Rio Doce issued at 99% had a barrier of 80% and provided an annualised coupon of 13.89% or a flat rate of 3.55%. The same product priced
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