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8.10% p.a. JB Callable Multi Barrier Reverse Convertible (60%) on Clariant, ABB, Logitech

  • Valor 40486489
  • ISIN CH0404864891
  • Symbol MALPJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles








as of:
Performance since issue -0.80%
max. return 3.60%
max. return p.a. 9.05%
Distance to strike (%) -14.40%
Distance to barrier +31.36%
Delta ABBN=0.02,​CLN=0.138,​LOGN=0.009
multiple Underlyings Yes
days to maturity 145
SSPA VaR* 14.01%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 99.40
Daily low (bid) 99.10
52 Week high (bid) 100.00
52 Week low (bid) 78.75
Alltime high (bid) 102.50
Alltime low (bid) 78.75
Worst performing underlying Clariant Ltd
Performance of the underlying since issue -12.59%
Initial fixing date 11/04/2018
Issue date 11/04/2018
Maturity date 14/04/2020
Redemption date 21/04/2020
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying ABB Ltd
Clariant Ltd
Logitech International SA
Issue price 100.00
Currency CHF
Listing Yes
Coupon p.a. 8.10%
Next coupon payment 18/12/2019
Strike 100%
Barrier (%) 60.00%
Barrier observation continuous
Quanto No
Payment Scenario Barrier Reverse Convertibles
market expectation
  • 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)


  • Ticker SymbolABBN SW
  • Valor1222171
  • ISINCH0012221716

21.49 CHF

Clariant Ltd

  • Ticker SymbolCLN SE
  • Valor1214263
  • ISINCH0012142631

20.33 CHF

Logitech International SA

  • Ticker SymbolLOGN SW
  • Valor2575132
  • ISINCH0025751329

42.45 CHF

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