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11.50% p.a. JB Callable Multi Barrier Reverse Convertible (60%) on Alibaba Group Holding Ltd, Apple Inc, Facebook Inc

  • Valor 40869501
  • ISIN CH0408695010
  • Symbol MBONJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles

Bid

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Volumen:

Ask

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Volumen:

Price

as of:
Performance since issue -3.55%
max. return 8.29%
max. return p.a. 19.89%
Distance to strike (%) -17.97%
Distance to barrier +29.22%
Delta AAPL=0.014,​BABA=0.344,​FB=0.045
multiple Underlyings Yes
Observation days to maturity 153
SSPA VaR* 31.19%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 96.45
Daily low (bid) 96.20
52 Week high (bid) 100.55
52 Week low (bid) 67.60
Alltime high (bid) 101.10
Alltime low (bid) 67.60
Worst performing underlying Alibaba Group Holding Ltd
Performance of the underlying since issue -15.23%
Initial fixing date 24/05/2018
Issue date 24/05/2018
Maturity date 25/11/2019
Redemption date 03/12/2019
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Apple Inc
Alibaba Group Holding Ltd
Facebook Inc
Issue price 100.00
Currency USD
Listing Yes
COSI No
Coupon p.a. 11.50%
Next coupon payment 03/09/2019
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)

Apple Inc

  • Ticker SymbolAAPL UW
  • Valor908440
  • ISINUS0378331005

198.56 USD

Alibaba Group Holding Ltd

  • Ticker SymbolBABA UN
  • Valor24409862
  • ISINUS01609W1027

168.08 USD

Facebook Inc

  • Ticker SymbolFB UW
  • Valor14917609
  • ISINUS30303M1027

192.59 USD

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