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4.50% p.a. JB Callable Multi Barrier Reverse Convertible (60%) on Swiss Market® Index, S&P 500 Index®, EURO STOXX 50® Index, Nikkei 225 Index

  • Valor 44883682
  • ISIN CH0448836822
  • Symbol MCGOJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles

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as of:
Performance since issue -0.60%
max. return 5.59%
max. return p.a. 4.64%
Distance to strike (%) 2.27%
Distance to barrier +41.36%
Delta NKY=0.074,​SMI=0.032,​SPX=0.094,​SX5E=0.07
multiple Underlyings Yes
Days to maturity 442
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 99.45
Daily low (bid) 99.25
52 Week high (bid) 100.75
52 Week low (bid) 96.35
Alltime high (bid) 100.75
Alltime low (bid) 96.35
Worst performing underlying Nikkei 225 Index
Performance of the underlying since issue 2.56%
Issue date 06/02/2019
Value date 13/02/2019
Maturity date 06/08/2020
Redemption date 13/08/2020
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 EUR
Listing Yes
COSI No
Coupon p.a. 4.50%
Next coupon payment 13/08/2019
Strike 100%
Barrier (%) 60.00%
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

9645.04 CHF

Nikkei 225 Index

  • Ticker SymbolNKY
  • Valor998407
  • ISINJP9010C00002

21283.37 JPY

Euro Stoxx 50® Index

  • Ticker SymbolSX5E
  • Valor846480
  • ISINEU0009658145

3386.72 EUR

S&P 500 Index®

  • Ticker SymbolSPX
  • Valor998434
  • ISINUS78378X1072

2856.27 USD

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