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Barrier Reverse Convertibles
(2)
Securities
No.
Underlying instrument
Coupon
Buffer
Yield max.
Yield max. p.a.
Maturity
Cur.
Bid
Ask
121106337
Bayer
9.05%
-
-
15/12/2023
EUR
-
-
123510295
Bayer
7.5208%
-
-
23/02/2024
EUR
-
-
Callable Multi Barrier Reverse Convertible
(18)
Securities
No.
Underlyings
Coupon
Buffer
Yield max.
Yield max. p.a.
Maturity
Cur.
Bid
Ask
116747421
Quanto
(Issuer) Callable
Allianz
Bayer
12.75%
-
-
23/10/2023
q CHF
-
-
126267566
(Issuer) Callable
Allianz
Bayer
Deutsche Telekom
15.00%
-
-
16/12/2024
EUR
-
-
115643315
(Issuer) Callable
BASF
Bayer
Fresenius Medical Care
15.6944%
hit
-
-
17/01/2024
EUR
-
-
116747754
(Issuer) Callable
BASF
Bayer
Sanofi
15.00%
-
-
11/12/2023
EUR
-
-
111765809
(Issuer) Callable
Bayer
Danone
Sanofi
Unilever PLC
14.00%
-
-
04/12/2023
EUR
-
-
123509809
(Issuer) Callable
Bayer
Deutsche Post
15.375%
-
-
29/07/2024
EUR
-
-
129329054
(Issuer) Callable
Bayer
Kering
Volkswagen
17.25%
-
-
07/04/2025
EUR
125534594
(Issuer) Callable
Bayer
L´Oréal
13.125%
-
-
22/07/2024
EUR
-
-
125534819
(Issuer) Callable
Bayer
Mercedes-Benz Group
SAP
21.00%
-
-
05/05/2025
EUR
-
-
129328860
Quanto
(Issuer) Callable
Bayer
Merck
Pfizer
Roche
Sanofi
17.00%
-
-
29/09/2025
q CHF
-
-
129328730
Quanto
(Issuer) Callable
Bayer
Novartis
Novo Nordisk
Roche
16.00%
-
-
22/09/2025
q CHF
-
-
125534742
Quanto
(Issuer) Callable
Bayer
Novartis
Roche
18.00%
-
-
05/05/2025
q EUR
-
-
125534689
(Issuer) Callable
Bayer
Sanofi
15.00%
-
-
28/10/2024
EUR
-
-
111765648
(Issuer) Callable
Bayer
SAP
Siemens
15.50%
-
-
06/11/2023
EUR
-
-
111765841
(Issuer) Callable
Bayer
SAP
Siemens
18.00%
hit
-
-
11/12/2023
EUR
-
-
114117389
(Issuer) Callable
Bayer
SAP
Siemens
18.00%
-
-
25/03/2024
EUR
-
-
123510236
(Issuer) Callable
Bayer
SAP
Siemens
16.50%
-
-
03/09/2024
EUR
-
-
127537509
(Issuer) Callable
Bayer
SAP
Siemens
13.50%
-
-
27/01/2025
EUR
-
-
Discount Certificates
(1)
Securities
No.
Underlying instrument
Exercise price
Yield max.
Yield max. p.a.
Maturity
Cur.
Bid
Ask
121712637
Bayer
50.57
-
-
13/05/2024
EUR
-
-
Discount Certificates with Barrier
(2)
Securities
No.
Underlying instrument
Exercise price
Buffer
Yield max.
Yield max. p.a.
Maturity
Cur.
Bid
Ask
126513734
Barrier observation at the end
Bayer
64.96
-
-
13/05/2024
EUR
-
-
126513045
Barrier observation at the end
Bayer
66.96
-
-
09/08/2024
EUR
-
-
Multi Barrier Reverse Convertibles
(14)
Securities
No.
Underlyings
Coupon
Buffer
Yield max.
Yield max. p.a.
Maturity
Cur.
Bid
Ask
121713376
Triparty Collateralised
Autocallable
Adyen
Anheuser-Busch InBev
Bayer
18.1732%
hit
-
-
22/11/2023
EUR
-
-
124602937
Triparty Collateralised
Autocallable
Adyen
Anheuser-Busch InBev
Bayer
20.4084%
hit
-
-
07/02/2024
EUR
-
-
116619462
Barrier observation at the end
Allianz
Bayer
Deutsche Post
10.1438%
-
-
02/10/2023
EUR
-
-
125455274
Allianz
Bayer
Siemens
14.8988%
-
-
25/03/2024
EUR
-
-
127322489
Autocallable
AXA
Bayer
Kering
Sanofi
Unilever PLC
10.1184%
-
-
12/06/2024
EUR
-
-
114512985
Autocallable
BASF
Bayer
12.10%
-
-
09/11/2023
EUR
-
-
127321425
BASF
Bayer
8.9179%
-
-
03/06/2024
EUR
-
-
123510159
Bayer
Beiersdorf
Merck KGaA
14.9722%
-
-
26/08/2024
EUR
-
-
123509999
Bayer
Deutsche Telekom
Henkel
9.3014%
-
-
12/02/2024
EUR
-
-
123396978
Autocallable
Bayer
Deutsche Telekom
Siemens
16.74%
-
-
03/07/2024
EUR
-
-
128332545
Bayer
Deutsche Telekom
Volkswagen
12.0333%
-
-
16/09/2024
EUR
-
-
127324255
Barrier observation at the end
Quanto
Bayer
HP Inc.
Micron Technology
11.00%
-
-
26/06/2024
q USD
-
-
127537281
Bayer
Merck KGaA
Sanofi
8.0222%
-
-
29/07/2024
EUR
-
-
126267685
Bayer
Siemens
9.5264%
-
-
24/06/2024
EUR
-
-
Reverse Convertibles
(1)
Securities
No.
Underlying instrument
Coupon
Exercise price
Yield max.
Maturity
Cur.
Bid
Ask
115642826
Quanto
Bayer
6.0167%
40.48
-
15/01/2024
q CHF
-
-
Reverse Convertibles with low exercise price
(12)
Securities
No.
Underlyings
Coupon
Strike
Yield max.
Yield max. p.a.
Maturity
Cur.
Bid
Ask
129269510
Allianz
Bayer
Carrefour
Deutsche Telekom
ENGIE
5.2981%
55.00%
-
-
23/09/2024
EUR
-
-
128042443
Allianz
Bayer
Carrefour
Deutsche Telekom
Vinci
6.9561%
65.00%
-
-
08/07/2024
EUR
-
-
127324547
AXA
BASF
Bayer
Carrefour
Deutsche Telekom
6.45%
60.00%
-
-
28/06/2024
EUR
-
-
126512367
BASF
Bayer
Sanofi
6.35%
60.00%
-
-
03/05/2024
EUR
-
-
126514257
BASF
Bayer
Sanofi
9.40%
75.00%
-
-
17/05/2024
EUR
-
-
127321956
BASF
Bayer
Sanofi
9.35%
75.00%
-
-
07/06/2024
EUR
-
-
127325366
BASF
Bayer
Sanofi
7.00%
65.00%
-
-
08/07/2024
EUR
-
-
126513642
(Issuer) Callable
Bayer
Merck KGaA
4.0868%
80.00%
-
-
13/11/2023
EUR
-
-
126513691
(Issuer) Callable
Bayer
Merck KGaA
4.0618%
80.00%
-
-
13/11/2023
EUR
-
-
126513748
(Issuer) Callable
Bayer
Merck KGaA
4.0816%
80.00%
-
-
13/11/2023
EUR
-
-