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6.60% p.a. JB Callable Multi Reverse Convertible on Apple Inc, Alphabet Inc - Class A, Alibaba Group Holding Ltd

  • Valor 38091801
  • ISIN CH0380918018
  • Symbol MBDMJB
  • SVSP Category Yield enhancement
  • SVSP Type Reverse Convertibles

Bid

%

Volumen:

Ask

%

Volumen:

Price

as of:
Performance since issue n.a.
max. return n.a.
max. return p.a. n.a.
Distance to strike (%) -26.65%
Delta AAPL=0.108,​BABA=0.152,​GOOGL=0.057
multiple Underlyings Yes
Observation days to maturity 733
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) n.a.
Daily low (bid) n.a.
52 Week high (bid) n.a.
52 Week low (bid) n.a.
Alltime high (bid) n.a.
Alltime low (bid) n.a.
Performance of the underlying since issue n.a.
Initial fixing date 02/11/2017
Issue date 13/11/2017
Maturity date 05/11/2019
Redemption date 13/11/2019
Callability Yes
Issuer Bank Julius Baer Guernsey
Underlying Apple Inc
Alphabet Inc
Alibaba Group Holding Ltd
Issue price 100.00
Currency USD
Listing Yes
COSI No
Coupon p.a. 6.60%
Next coupon payment 13/08/2019
Strike 75%
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)

Apple Inc

  • Ticker SymbolAAPL US
  • Valor908440
  • ISINUS0378331005

197.87 USD

Alphabet Inc

  • Ticker SymbolGOOGL UW
  • Valor29798540
  • ISINUS02079K3059

1104.61 USD

Alibaba Group Holding Ltd

  • Ticker SymbolBABA UN
  • Valor24409862
  • ISINUS01609W1027

165.44 USD

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