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8.00% p.a. JB Autocallable Multi Reverse Convertible on Royal Dutch Shell PLC, Total, Eni SpA

  • Valor 44380928
  • ISIN CH0443809287
  • Symbol MCFQJB
  • SVSP Category Yield enhancement
  • SVSP Type Reverse Convertibles








as of:
Performance since issue -0.50%
max. return 0.56%
max. return p.a. 1.00%
Distance to strike (%) 11.50%
Delta ENI=0.103,​FP=0.062,​RDSA=0.025
multiple Underlyings Yes
Observation days to maturity 204
SSPA VaR* 4.54%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 99.55
Daily low (bid) 99.25
52 Week high (bid) 101.45
52 Week low (bid) 97.05
Alltime high (bid) 101.45
Alltime low (bid) 97.05
Performance of the underlying since issue 12.99%
Initial fixing date 15/01/2019
Issue date 15/01/2019
Maturity date 15/01/2020
Redemption date 22/01/2020
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Eni SpA
Royal Dutch Shell Plc A
Total SA
Issue price 100.00
Currency CHF
Listing Yes
Coupon p.a. 8.00%
Next coupon payment 22/07/2019
Strike 90%
Quanto Yes
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)

Eni SpA

  • Ticker SymbolENI IM
  • Valor1252314
  • ISINIT0003132476

14.46 EUR

Royal Dutch Shell Plc A

  • Ticker SymbolRDSA NA
  • Valor1987674
  • ISINGB00B03MLX29

29.03 EUR

Total SA

  • Ticker SymbolFP FP
  • Valor524773
  • ISINFR0000120271

49.08 EUR

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