Skip to Content Julius Bär

7.26% p.a. JB Callable Multi Barrier Reverse Convertible (60%) on ABB, Geberit, LafargeHolcim

  • Valor 39403525
  • ISIN CH0394035254
  • Symbol MBJKJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles

Bid

%

Volumen:

Ask

%

Volumen:

Price

as of:
Performance since issue -3.85%
max. return 6.19%
max. return p.a. 17.13%
Distance to strike (%) -33.33%
Distance to barrier +20.00%
Delta ABBN=0.504,​GEBN=0.002,​LHN=0.177
multiple Underlyings Yes
days to maturity 132
SSPA VaR* 21.47%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 96.25
Daily low (bid) 95.45
52 Week high (bid) 96.25
52 Week low (bid) 67.25
Alltime high (bid) 99.55
Alltime low (bid) 67.25
Worst performing underlying ABB Ltd
Performance of the underlying since issue -25.00%
Initial fixing date 23/01/2018
Issue date 23/01/2018
Maturity date 23/01/2020
Redemption date 30/01/2020
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Geberit AG
LafargeHolcim Ltd
ABB Ltd
Issue price 100.00
Currency CHF
Listing Yes
COSI No
Coupon p.a. 7.26%
Next coupon payment 30/10/2019
Strike 100%
Barrier (%) 60.00%
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)

Geberit AG

  • Ticker SymbolGEBN SW
  • Valor3017040
  • ISINCH0030170408

477.70 CHF

LafargeHolcim Ltd

  • Ticker SymbolLHN SW
  • Valor1221405
  • ISINCH0012214059

49.55 CHF

ABB Ltd

  • Ticker SymbolABBN SW
  • Valor1222171
  • ISINCH0012221716

20.25 CHF

Back to top