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8.55% p.a. JB Barrier Reverse Convertible (50%) on NVIDIA

  • Valor 43070742
  • ISIN CH0430707429
  • Symbol FAXWJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles








as of:
Performance since issue -3.05%
max. return 4.03%
max. return p.a. 26.38%
Distance to strike (%) -47.58%
Distance to barrier +26.21%
Delta 0.003
multiple Underlyings No
days to maturity 56
SSPA VaR* 55.01%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 99.00
Daily low (bid) 96.95
52 Week high (bid) 100.45
52 Week low (bid) 61.75
Alltime high (bid) 100.45
Alltime low (bid) 61.75
Worst performing underlying NVIDIA Corporation
Performance of the underlying since issue -32.24%
Initial fixing date 18/10/2018
Issue date 18/10/2018
Maturity date 18/10/2019
Redemption date 25/10/2019
Callability No
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying NVIDIA Corporation
Issue price 100.00
Currency USD
Listing Yes
Coupon p.a. 8.55%
Next coupon payment 25/10/2019
Strike 239.53
Barrier (%) 50.00%
Barrier observation continuous
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)

NVIDIA Corporation

  • Ticker SymbolNVDA UW
  • Valor994529
  • ISINUS67066G1040

162.44 USD

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