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2.00% p.a. JB Multi Reverse Convertible on Swatch, Richemont

  • Valor 43070636
  • ISIN CH0430706363
  • Symbol MBWXJB
  • SVSP Category Yield enhancement
  • SVSP Type Reverse Convertibles

Bid

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Price

as of:
Performance since issue -3.65%
max. return 3.61%
max. return p.a. 22.02%
Distance to strike (%) -0.42%
Delta CFR=0.002,​UHR=0.512
multiple Underlyings Yes
days to maturity 61
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 96.50
Daily low (bid) 96.00
52 Week high (bid) 100.15
52 Week low (bid) 0.00
Alltime high (bid) 100.15
Alltime low (bid) 0.00
Performance of the underlying since issue -0.42%
Initial fixing date 18/09/2018
Issue date 18/09/2018
Maturity date 18/09/2019
Redemption date 25/09/2019
Callability No
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying The Swatch Group Ltd
Compagnie Financière Richemont SA
Issue price 100.00
Currency CHF
Listing Yes
COSI No
Coupon p.a. 2.00%
Next coupon payment 25/09/2019
Strike 80%
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)

The Swatch Group Ltd

  • Ticker SymbolUHR SE
  • Valor1225515
  • ISINCH0012255151

308.70 CHF

Compagnie Financière Richemont SA

  • Ticker SymbolCFR SW
  • Valor21048333
  • ISINCH0210483332

85.54 CHF

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