Product universe
Every product type in the workbook, placed by the market it is built for and by what protects your nominal. Filter below; the map and the index respond together.
Map
Index
By category, in the order of the Swiss Derivative Map.
Capital Protection Products 1100 – 1140
- 1100RisingCapital Protection Note with Participation
Your nominal back at maturity, plus a share of any rise in the underlying.Capital protection - —Slightly risingCapped Capital Protection note with participation
A protected note whose upside stops at a cap, which pays for better terms.Capital protection - 1130RisingCapital Protection Certificates with Barrier and Rebate
Protected capital with participation up to a barrier; touching the barrier swaps the upside for a fixed rebate.Capital protection Barrier - 1135Slightly rising, Falling, Sharp swingsCapital Protection Certificates with Twin-Win
Protected capital that gains from a move in either direction, as long as neither barrier is touched.Capital protection Barrier - 1140RisingCapital Protection with Coupon
Protected capital with a coupon that is paid only if the underlying is above a trigger on the fixing date.Capital protection - 1130FallingCapital Protection Certificate with Knock-Out — Bear
The bear mirror of the barrier certificate: protected capital that gains as the underlying falls, until a lower barrier is touched.Capital protection Barrier - 1130Slightly risingCapital Protection Certificate with Double Knock-Out
Protected capital with participation inside a corridor; touching either barrier ends it.Capital protection Barrier
Yield Enhancement Products 1200 – 1260
- 1200Sideways, Slightly risingDiscount Certificate
The underlying bought at a discount, in exchange for giving up gains above a cap.No capital protection - 1210Sideways, Slightly risingDiscount Certificate with Barrier
A discount certificate that repays the cap in full as long as the barrier is never touched.Conditional protection Barrier - 1220Sideways, Slightly risingReverse Convertible
A fixed coupon in every case; the nominal is repaid only if the underlying ends at or above the strike.No capital protection - 1230Sideways, Slightly risingBarrier Reverse Convertible
A reverse convertible with a safety barrier: the nominal is repaid unless the barrier was touched and the underlying ends below the strike.Conditional protection Barrier - 1255Slightly rising, RisingReverse Convertible with Conditional Coupon
A reverse convertible whose coupon is paid only when the underlying is above a trigger on the observation date; usually with early redemption.No capital protection - 1260Slightly rising, RisingBarrier Reverse Convertible with Conditional Coupon
The barrier reverse convertible with conditional coupons and, usually, an autocall.Conditional protection Barrier
Participation Products 1300 – 1340
- 1300RisingTracker Certificate — Bull
One for one with the underlying, often an index or a basket that is hard to buy directly.No capital protection - 1300FallingTracker Certificate — Bear
Gains when the underlying falls, loses when it rises; worthless once the underlying reaches the reverse level.No capital protection - 1310RisingOutperformance Certificate
Moves one for one below the strike and faster than the underlying above it.No capital protection - 1320Sideways, RisingBonus Certificate
At least the bonus level at maturity if the barrier was never touched; a plain tracker if it was.Conditional protection Barrier - 1330RisingBonus Outperformance Certificate
A bonus certificate with extra participation above the strike.Conditional protection Barrier - 1340Rising, FallingTwin-Win Certificate
Gains from a rise and from a moderate fall; a plain tracker once the barrier is touched.No capital protection Barrier
Additional Credit Risk 1400 – 1430
- 1400SidewaysCredit Linked Note
A bond-like note whose coupon and repayment depend on a reference entity not defaulting.No capital protection Credit risk - 1410RisingCertificate with Conditional Capital Protection and Additional Credit Risk
A capital protection note whose protection depends on a reference entity not defaulting.Conditional protection Credit risk - 1420Sideways, Slightly risingYield Enhancement Certificate with Additional Credit Risk
A reverse convertible whose coupon is boosted by selling protection on a reference entity.No capital protection Credit risk - 1430RisingParticipation Certificate with Additional Credit Risk
A tracker funded by a synthetic reference bond: full equity exposure plus credit risk, in exchange for better terms.No capital protection Credit risk
Leverage Products 2100 – 2300
- 2100RisingWarrant — Call
A leveraged bet on a rise: the right to buy the underlying at the strike.No capital protection Leverage - 2100FallingWarrant — Put
A leveraged bet on a fall: the right to sell the underlying at the strike.No capital protection Leverage - 2110Slightly risingSpread Warrant — Bull
A call warrant with its gains capped, which makes it cheaper and less sensitive to volatility.No capital protection Leverage - 2110FallingSpread Warrant — Bear
A put warrant with its gains capped at a floor level.No capital protection Leverage - 2200RisingWarrant with Knock-Out — Call
A call that is already in the money and dies if the underlying touches the knock-out level.No capital protection Leverage Barrier - 2200FallingWarrant with Knock-Out — Put
A put that is already in the money and dies if the underlying touches the knock-out level above it.No capital protection Leverage Barrier - 2210RisingMini-Future — Long
The underlying bought partly on credit from the issuer; a stop-loss closes the position before the credit is exhausted.No capital protection Leverage Barrier - 2210FallingMini-Future — Short
A short position in the underlying with the issuer holding the proceeds; a stop-loss above the price closes it.No capital protection Leverage Barrier - 2300RisingConstant Leverage Certificate — Long
A fixed multiple of the daily return of the underlying, reset every day.No capital protection Leverage - 2300FallingConstant Leverage Certificate — Short
A fixed negative multiple of the daily return of the underlying, reset every day.No capital protection Leverage