This investment potentially pays higher yields but carries the risk of market movements of the underlying share price.Ī structured note is a derivative investment whose return is linked to the market performance of its underlying assets or securities. An equity-linked convertible investment is a short-term capital-at-risk equity-linked investment that gives you the opportunity to purchase shares of a selected company at a discounted price when the investment matures, relative to the price prevailing on the day of the investment.