More than 75% of live products featuring the Swiss share are more than 10% away from crossing their Knock-In barriers; 55% at more than 20% from breaching them.

The performance of the Roche stock throughout 2023 has raised concern in some parts of the market as the disappointing performance of the pharmaceutical company has put a number of structured products at risk in the Swiss market – mostly worst of barrier reverse convertible structures (7,149 products), often also featuring Nestle and Novartis, as well as autocalls (1,383). We haven't seen a significant impact in the market from the Roche performance. The spot move is relatively orderly,

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