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6.00% p.a. JB Callable Multi Barrier Reverse Convertible (50%) on LafargeHolcim, ABB, Zurich Insurance Group, Swatch

  • Valor 38668566
  • ISIN CH0386685660
  • Symbol MBHHJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles

Bid

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Ask

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Price

as of:
Performance since issue n.a.
max. return 6.76%
max. return p.a. 20.63%
Distance to strike (%) -45.71%
Distance to barrier +27.15%
Delta ABBN=0.163,​LHN=0.023,​UHR=0.462,​ZURN=0.002
multiple Underlyings Yes
days to maturity 120
SSPA VaR* 15.86%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 95.55
Daily low (bid) 94.50
52 Week high (bid) 99.45
52 Week low (bid) 78.10
Alltime high (bid) 101.50
Alltime low (bid) 78.10
Worst performing underlying n.a.
Performance of the underlying since issue n.a.
Initial fixing date 20/12/2017
Issue date 20/12/2017
Maturity date 20/12/2019
Redemption date 03/01/2020
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying The Swatch Group Ltd
LafargeHolcim Ltd
ABB Ltd
Zurich Insurance Group Ltd
Issue price 100.00
Currency CHF
Listing Yes
COSI No
Coupon p.a. 6.00%
Next coupon payment 27/09/2019
Strike 100%
Barrier (%) 50.00%
Barrier observation continuous
Quanto No
Payment Scenario Barrier Reverse Convertibles
market expectation
characteristics
  • Underlying moving sideways or slightly rising
  • Falling volatility
  • Underlying will not breach barrierduring product lifetime
  • Should the barrier never be breached, the nominal plus coupon is paid at redemption
  • Due to the barrier, the probability of maximum redemption is higher; the coupon, however, is smaller than for a Reverse Convertible
  • If the barrier is breached the product changes into a Reverse Convertible
  • The coupon is paid regardless of the underlying development
  • Reduced risk compared to a direct investment into the underlying
  • With higher risk levels, multiple underlyings (“Worst-of”) allow for higher coupons or lower barriers
  • Limited profit opportunity(cap)

The Swatch Group Ltd

  • Ticker SymbolUHR SE
  • Valor1225515
  • ISINCH0012255151

270.20 CHF

LafargeHolcim Ltd

  • Ticker SymbolLHN SW
  • Valor1221405
  • ISINCH0012214059

46.78 CHF

ABB Ltd

  • Ticker SymbolABBN SW
  • Valor1222171
  • ISINCH0012221716

18.34 CHF

Zurich Insurance Group Ltd

  • Ticker SymbolZURN SW
  • Valor1107539
  • ISINCH0011075394

350.30 CHF

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