Skip to Content Julius Bär

8.30% p.a. JB Callable Multi Barrier Reverse Convertible (65%) on Nikkei 225 Index, EURO STOXX 50® Index, Swiss Market® Index, S&P 500 Index®

  • Valor 43856719
  • ISIN CH0438567197
  • Symbol MCEDJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles

Bid

%

Volumen:

Ask

%

Volumen:

Price

as of:
Performance since issue -0.10%
max. return 4.19%
max. return p.a. 7.74%
Distance to strike (%) -1.43%
Distance to barrier +34.07%
Delta NKY=0.088,​SMI=0.006,​SPX=0.025,​SX5E=0.009
multiple Underlyings Yes
Days to maturity 199
SSPA VaR* 25.25%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 99.90
Daily low (bid) 99.75
52 Week high (bid) 100.90
52 Week low (bid) 94.05
Alltime high (bid) 100.90
Alltime low (bid) 94.05
Worst performing underlying Nikkei 225 Index
Performance of the underlying since issue -1.87%
Issue date 06/12/2018
Value date 13/12/2018
Maturity date 06/12/2019
Redemption date 13/12/2019
Callability Yes
Issuer Bank Julius Baer & Co Ltd, Guernsey
Underlying Swiss Market Index (SMI®)
Nikkei 225 Index
Euro Stoxx 50® Index
S&P 500 Index®
Issue price 100.00
Currency USD
Listing Yes
COSI No
Coupon p.a. 8.30%
Next coupon payment 13/06/2019
Strike 100%
Barrier (%) 65.00%
Barrier observation continuous
Quanto Yes
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)

Swiss Market Index (SMI®)

  • Ticker SymbolSMI
  • Valor998089
  • ISINCH0009980894

9624.16 CHF

Nikkei 225 Index

  • Ticker SymbolNKY
  • Valor998407
  • ISINJP9010C00002

21272.45 JPY

Euro Stoxx 50® Index

  • Ticker SymbolSX5E
  • Valor846480
  • ISINEU0009658145

3386.51 EUR

S&P 500 Index®

  • Ticker SymbolSPX
  • Valor998434
  • ISINUS78378X1072

2865.88 USD

Back to top