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6.50% p.a. JB Autocallable Multi Reverse Convertible on BNP Paribas, Société Générale SA, Deutsche Bank

  • Valor 43070628
  • ISIN CH0430706280
  • Symbol MBWPJB
  • SVSP Category Yield enhancement
  • SVSP Type Reverse Convertibles








as of:
Performance since issue n.a.
max. return n.a.
max. return p.a. n.a.
Distance to strike (%) 18.61%
Delta BNP=0.065,​DBK=0.204,​GLE=0.096
multiple Underlyings Yes
days to maturity 547
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) n.a.
Daily low (bid) n.a.
52 Week high (bid) n.a.
52 Week low (bid) n.a.
Alltime high (bid) n.a.
Alltime low (bid) n.a.
Performance of the underlying since issue n.a.
Initial fixing date 26/09/2018
Issue date 03/10/2018
Maturity date 26/03/2020
Redemption date 02/04/2020
Callability Yes
Issuer Bank Julius Baer & Co Ltd, Guernsey
Underlying Deutsche Bank AG
BNP Paribas
Société Générale SA
Issue price 100.00
Currency EUR
Listing Yes
Coupon p.a. 6.50%
Next coupon payment 03/01/2020
Strike 80%
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)

Deutsche Bank AG

  • Ticker SymbolDBK GY
  • Valor829257
  • ISINDE0005140008

7.21 EUR

BNP Paribas

  • Ticker SymbolBNP FP
  • Valor123397
  • ISINFR0000131104

47.24 EUR

Société Générale SA

  • Ticker SymbolGLE FP
  • Valor519928
  • ISINFR0000130809

26.20 EUR

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