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8.15% p.a. JB Barrier Reverse Convertible (75%) on OC Oerlikon

  • Valor 43394998
  • ISIN CH0433949986
  • Symbol SAIZJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles








as of:
Performance since issue -10.85%
max. return 13.35%
max. return p.a. 71.73%
Distance to strike (%) -23.78%
Distance to barrier +7.16%
Delta 0.156
multiple Underlyings No
days to maturity 68
SSPA VaR* 3.57%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 91.75
Daily low (bid) 88.60
52 Week high (bid) 104.10
52 Week low (bid) 82.25
Alltime high (bid) 104.10
Alltime low (bid) 82.25
Worst performing underlying OC Oerlikon Corp. Inc
Performance of the underlying since issue -19.21%
Initial fixing date 30/10/2018
Issue date 30/10/2018
Maturity date 30/10/2019
Redemption date 06/11/2019
Callability No
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying OC Oerlikon Corp. Inc
Issue price 100.00
Currency CHF
Listing Yes
Coupon p.a. 8.15%
Next coupon payment 06/11/2019
Strike 11.1035
Barrier (%) 75.00%
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)

OC Oerlikon Corp. Inc

  • Ticker SymbolOERL SW
  • Valor81682
  • ISINCH0000816824

8.97 CHF

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