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7.30% p.a. JB Autocallable Multi Reverse Convertible on Citigroup, General Electric, Altria

  • Valor 37140769
  • ISIN CH0371407690
  • Symbol MAYLJB
  • SVSP Category Yield enhancement
  • SVSP Type Reverse Convertibles

Bid

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Volumen:

Ask

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Volumen:

Price

as of:
Performance since issue -46.65%
max. return n.a.
max. return p.a. n.a.
Distance to strike (%) -88.65%
Delta C=0.0,​GE=0.528,​MO=0.0
multiple Underlyings Yes
Observation days to maturity 50
SSPA VaR* 28.94%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 53.45
Daily low (bid) 52.85
52 Week high (bid) 74.35
52 Week low (bid) 36.85
Alltime high (bid) 98.75
Alltime low (bid) 36.85
Performance of the underlying since issue -46.99%
Initial fixing date 09/08/2017
Issue date 09/08/2017
Maturity date 09/08/2019
Redemption date 16/08/2019
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Altria Group Inc
Citigroup Inc
General Electric Co
Issue price 100.00
Currency USD
Listing Yes
COSI No
Coupon p.a. 7.30%
Next coupon payment 16/08/2019
Strike 80%
Quanto No
Payment Scenario Reverse Convertibles
market expectation
characteristics
  • Underlying moving sideways or slightly rising
  • Falling volatility
  • Should the underlying close below the strike on expiry, the underlying and/or a cash amount is redeemed
  • Should the underlying close above the strike at expiry, the nominal plus the coupon is being paid at redemption
  • The coupon is paid regardless of the performance of the underlying
  • Reduced risk compared to a direct investment into the underlying
  • With higher risk levels, multiple underlyings (“Worst-of”) allow for higher coupons
  • Limited profit opportunity (cap)

Altria Group Inc

  • Ticker SymbolMO UN
  • Valor1331740
  • ISINUS02209S1033

50.10 USD

Citigroup Inc

  • Ticker SymbolC UN
  • Valor12915350
  • ISINUS1729674242

68.05 USD

General Electric Co

  • Ticker SymbolGE UN
  • Valor933071
  • ISINUS3696041033

10.57 USD

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