Skip to Content Julius Bär

11.75% p.a. JB Barrier Reverse Convertible (50%) on ABIOMED Inc

  • Valor 44022009
  • ISIN CH0440220090
  • Symbol FAUJJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles

Bid

%

Volumen:

Ask

%

Volumen:

Price

as of:
Performance since issue -4.00%
max. return 9.21%
max. return p.a. 20.72%
Distance to strike (%) -29.35%
Distance to barrier +35.33%
Delta 0.002
multiple Underlyings No
Observation days to maturity 163
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 96.10
Daily low (bid) 96.00
52 Week high (bid) 102.80
52 Week low (bid) 84.10
Alltime high (bid) 102.80
Alltime low (bid) 84.10
Worst performing underlying ABIOMED INC
Performance of the underlying since issue -22.69%
Initial fixing date 29/11/2018
Issue date 29/11/2018
Maturity date 29/11/2019
Redemption date 06/12/2019
Callability No
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying ABIOMED INC
Issue price 100.00
Currency USD
Listing Yes
COSI No
Coupon p.a. 11.75%
Next coupon payment 06/12/2019
Strike 331.99
Barrier (%) 50.00%
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)

ABIOMED INC

  • Ticker SymbolABMD UW
  • Valor903092
  • ISINUS0036541003

256.44 USD

Back to top