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4.30% p.a. JB Autocallable Multi Reverse Convertible on Nestlé SA, Novartis AG, Roche, UBS Group AG, Zurich Insurance Group

  • Valor 40266657
  • ISIN CH0402666579
  • Symbol MBMXJB
  • SVSP Category Yield enhancement
  • SVSP Type Reverse Convertibles








as of:
Performance since issue n.a.
max. return 12.84%
max. return p.a. 28.35%
Distance to strike (%) n.a.
Delta NESN=0.0,​NOVN_ALC=0.0,​ROG=0.0,​UBSG=0.704,​ZURN=0.0
multiple Underlyings Yes
days to maturity 165
SSPA VaR* 12.32%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 90.00
Daily low (bid) 88.60
52 Week high (bid) 98.00
52 Week low (bid) 80.40
Alltime high (bid) 100.15
Alltime low (bid) 80.40
Performance of the underlying since issue n.a.
Initial fixing date 29/03/2018
Issue date 29/03/2018
Maturity date 30/03/2020
Redemption date 06/04/2020
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Nestlé Ltd
Novartis Alcon Basket
UBS Group Inc
Roche Holding Ltd
Zurich Insurance Group Ltd
Issue price 100.00
Currency CHF
Listing Yes
Coupon p.a. 4.30%
Next coupon payment 09/01/2020
Strike 75%
Quanto No
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)

Nestlé Ltd

  • Ticker SymbolNESN SE
  • Valor3886335
  • ISINCH0038863350

103.96 CHF

Novartis Alcon Basket

  • Ticker SymbolNOVN_ALC
  • Valor9650140
  • ISINDE000A2X1TP1


UBS Group Inc

  • Ticker SymbolUBSG SW
  • Valor24476758
  • ISINCH0244767585

11.19 CHF

Roche Holding Ltd

  • Ticker SymbolROG SE
  • Valor1203204
  • ISINCH0012032048


Zurich Insurance Group Ltd

  • Ticker SymbolZURN SW
  • Valor1107539
  • ISINCH0011075394


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