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6.65% p.a. JB Barrier Reverse Convertible (70%) on General Mills

  • Valor 43070723
  • ISIN CH0430707239
  • Symbol FATBJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles

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as of:
Performance since issue 0.90%
max. return 0.75%
max. return p.a. 2.41%
Distance to strike (%) 18.32%
Distance to barrier +42.82%
Delta 0.001
multiple Underlyings No
Observation days to maturity 114
SSPA VaR* 16.14%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 100.90
Daily low (bid) 100.90
52 Week high (bid) 101.65
52 Week low (bid) 88.80
Alltime high (bid) 101.65
Alltime low (bid) 88.80
Worst performing underlying General Mills Inc
Performance of the underlying since issue 22.43%
Initial fixing date 11/10/2018
Issue date 11/10/2018
Maturity date 11/10/2019
Redemption date 18/10/2019
Callability No
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying General Mills Inc
Issue price 100.00
Currency USD
Listing Yes
COSI No
Coupon p.a. 6.65%
Next coupon payment 18/10/2019
Strike 42.85
Barrier (%) 70.00%
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)

General Mills Inc

  • Ticker SymbolGIS UN
  • Valor933225
  • ISINUS3703341046

52.45 USD

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