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3M USD LIBOR + 7.80% p.a. JB Multi Barrier Reverse Convertible (55%) on Alibaba, Facebook, Apple, Amazon

  • Valor 41580987
  • ISIN CH0415809877
  • Symbol MBCSJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles








as of:
Performance since issue -10.35%
max. return 21.74%
max. return p.a. 21.44%
Distance to strike (%) -27.74%
Distance to barrier +29.74%
Delta AAPL=0.046,​AMZN=0.03,​BABA=0.447,​FB=0.184
multiple Underlyings Yes
Observation days to maturity 371
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 89.90
Daily low (bid) 89.65
52 Week high (bid) 100.65
52 Week low (bid) 66.05
Alltime high (bid) 100.65
Alltime low (bid) 66.05
Worst performing underlying Alibaba Group Holding Ltd
Performance of the underlying since issue -21.72%
Initial fixing date 22/06/2018
Issue date 29/06/2018
Maturity date 22/06/2020
Redemption date 29/06/2020
Callability No
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Apple Inc
Alibaba Group Holding Ltd Inc
Facebook Inc
Issue price 100.00
Currency USD
Listing Yes
Coupon p.a. n.a.
Next coupon payment n.a.
Barrier (%) n.a.
Barrier observation n.a.
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)

Apple Inc

  • Ticker SymbolAAPL UW
  • Valor908440
  • ISINUS0378331005

192.75 USD

Alibaba Group Holding Ltd

  • Ticker SymbolBABA UN
  • Valor24409862
  • ISINUS01609W1027

158.10 USD Inc

  • Ticker SymbolAMZN UW
  • Valor645156
  • ISINUS0231351067

1870.07 USD

Facebook Inc

  • Ticker SymbolFB UW
  • Valor14917609
  • ISINUS30303M1027

181.37 USD

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