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5.65% p.a. JB Barrier Reverse Convertible (70%) on OC Oerlikon

  • Valor 44633692
  • ISIN CH0446336924
  • Symbol SACVJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles

Bid

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as of:
Performance since issue n.a.
max. return 28.22%
max. return p.a. 63.49%
Distance to strike (%) -35.63%
Distance to barrier +5.06%
Delta 0.139
multiple Underlyings No
days to maturity 163
SSPA VaR* 16.49%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 79.60
Daily low (bid) 76.70
52 Week high (bid) 102.60
52 Week low (bid) 72.95
Alltime high (bid) 102.60
Alltime low (bid) 72.95
Worst performing underlying n.a.
Performance of the underlying since issue n.a.
Initial fixing date 29/01/2019
Issue date 29/01/2019
Maturity date 29/01/2020
Redemption date 05/02/2020
Callability No
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying OC Oerlikon Corp. Inc
Issue price 100.00
Currency CHF
Listing Yes
COSI No
Coupon p.a. 5.65%
Next coupon payment 05/02/2020
Strike 12.2538
Barrier (%) 70.00%
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)

OC Oerlikon Corp. Inc

  • Ticker SymbolOERL SW
  • Valor81682
  • ISINCH0000816824

CHF

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