An instrument (part debt and part equity) that gives the holder the right, but not the obligation, to exchange his...

A convertible which is embedded with a par-strike put option prior to final maturity. In other words, the holder has...

The sensitivity of a convertible’s value to changes in the volatility of the underlying stock (mathematically, it is a first-order...

A variant of barrier reverse convertible (BRC)- a structured product- that pays a coupon on a frequent basis (e.g., quarterly)...

An equity structured product (and a reverse convertible) that pays the face value (principal amount) if the underlying doesn’t end...

An equity structured product (and a reverse convertible) that pays the face value (principal amount) if the underlying doesn’t end...

The constrained right of an issuer to redeem a convertible from holders before the passage of a specific period of...

A reverse convertible and a structured note which is linked to the performance of an individual stock or a basket...

The amount of time it takes for the positive yield advantage to recover the premium paid for the downside protection,...

A reverse convertible that entails that the holder gives up the potential upside exposure to the underlying in exchange for...