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8.90% p.a. JB Autocallable Multi Reverse Convertible on Alibaba Group Holding Ltd, Microsoft, Baidu

  • Valor 40266658
  • ISIN CH0402666587
  • Symbol MBMYJB
  • SVSP Category Yield enhancement
  • SVSP Type Reverse Convertibles

Bid

%

Volumen:

Ask

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Volumen:

Price

as of:
Performance since issue -31.15%
max. return 44.39%
max. return p.a. 150.74%
Distance to strike (%) -48.12%
Delta BABA=0.0,​BIDU=0.65,​MSFT=0.0
multiple Underlyings Yes
Observation days to maturity 108
SSPA VaR* 33.51%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 70.25
Daily low (bid) 68.70
52 Week high (bid) 100.95
52 Week low (bid) 66.05
Alltime high (bid) 101.25
Alltime low (bid) 66.05
Performance of the underlying since issue -32.49%
Initial fixing date 29/03/2018
Issue date 29/03/2018
Maturity date 30/09/2019
Redemption date 07/10/2019
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Microsoft Corp
Baidu Inc (Nasdaq)
Alibaba Group Holding Ltd
Issue price 100.00
Currency USD
Listing Yes
COSI No
Coupon p.a. 8.90%
Next coupon payment 05/07/2019
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)

Microsoft Corp

  • Ticker SymbolMSFT UW
  • Valor951692
  • ISINUS5949181045

132.46 USD

Baidu Inc (Nasdaq)

  • Ticker SymbolBIDU UW
  • Valor2231362
  • ISINUS0567521085

113.05 USD

Alibaba Group Holding Ltd

  • Ticker SymbolBABA UN
  • Valor24409862
  • ISINUS01609W1027

158.10 USD

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