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10.00% p.a. JB Autocallable Multi Reverse Convertible on Netflix, NVIDIA

  • Valor 44380924
  • ISIN CH0443809246
  • Symbol MCFMJB
  • SVSP Category Yield enhancement
  • SVSP Type Reverse Convertibles








as of:
Performance since issue 0.35%
max. return -0.26%
max. return p.a. -0.35%
Distance to strike (%) 49.30%
Delta NFLX=-0.013,​NVDA=0.002
multiple Underlyings Yes
Days to maturity 280
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 100.45
Daily low (bid) 100.25
52 Week high (bid) 101.00
52 Week low (bid) 98.45
Alltime high (bid) 101.00
Alltime low (bid) 98.45
Performance of the underlying since issue 97.24%
Issue date 11/01/2019
Value date 18/01/2019
Maturity date 30/12/2019
Redemption date 07/01/2020
Callability Yes
Issuer Bank Julius Baer & Co Ltd, Guernsey
Underlying NVIDIA Corporation
Netflix Inc
Issue price 100.00
Currency USD
Listing Yes
Coupon p.a. 10.00%
Next coupon payment 18/04/2019
Strike 55%
Quanto No
Payment Scenario Reverse Convertibles
market expectation
  • Underlying moving sideways or slightly rising
  • Falling volatility
  • Should the underlying close below the strike on expiry, the underlying and/or a cash amount is redeemed
  • Should the underlying close above the strike at expiry, the nominal plus the coupon is being paid at redemption
  • The coupon is paid regardless of the performance of the underlying
  • Reduced risk compared to a direct investment into the underlying
  • With higher risk levels, multiple underlyings (“Worst-of”) allow for higher coupons
  • Limited profit opportunity (cap)

NVIDIA Corporation

  • Ticker SymbolNVDA UW
  • Valor994529
  • ISINUS67066G1040

173.78 USD

Netflix Inc

  • Ticker SymbolNFLX US
  • Valor1413346
  • ISINUS64110L1061

366.37 USD

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