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8.25% p.a. JB Multi Reverse Convertible on ASML, JPMorgan Chase, Apple Inc

  • Valor 40266656
  • ISIN CH0402666561
  • Symbol MBMWJB
  • SVSP Category Yield enhancement
  • SVSP Type Reverse Convertibles








as of:
Performance since issue n.a.
max. return 1.86%
max. return p.a. 4.30%
Distance to strike (%) 23.74%
Delta AAPL=0.006,​ASML=0.017,​JPM=0.076
multiple Underlyings Yes
days to maturity 158
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 101.25
Daily low (bid) 101.20
52 Week high (bid) 101.80
52 Week low (bid) 82.70
Alltime high (bid) 101.80
Alltime low (bid) 18.25
Performance of the underlying since issue n.a.
Initial fixing date 21/03/2018
Issue date 21/03/2018
Maturity date 23/03/2020
Redemption date 30/03/2020
Callability No
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying JPMorgan Chase & Co
Apple Inc
ASML Holding NV
Issue price 100.00
Currency USD
Listing Yes
Coupon p.a. 8.25%
Next coupon payment 30/03/2020
Strike 80%
Quanto Yes
Payment Scenario Reverse Convertibles
market expectation
  • 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)

JPMorgan Chase & Co

  • Ticker SymbolJPM UN
  • Valor1161460
  • ISINUS46625H1005

120.39 USD

Apple Inc

  • Ticker SymbolAAPL UW
  • Valor908440
  • ISINUS0378331005

235.30 USD

ASML Holding NV

  • Ticker SymbolASML NA
  • Valor19531091
  • ISINNL0010273215

228.90 EUR

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