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5.00% p.a. JB Step-Down Autocallable Multi Barrier Reverse Convertible (57.5% European) on Lonza Group AG, Helvetia, Sika AG

  • Valor 44883709
  • ISIN CH0448837093
  • Symbol MCHPJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles

Bid

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as of:
Performance since issue -0.15%
max. return 0.90%
max. return p.a. 0.60%
Distance to strike (%) -0.69%
Distance to barrier n.a.
Delta HELN=0.006,​LONN=0.122,​SIKA=0.151
multiple Underlyings Yes
Days to maturity 544
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 100.10
Daily low (bid) 99.60
52 Week high (bid) 100.10
52 Week low (bid) 99.40
Alltime high (bid) 100.10
Alltime low (bid) 99.40
Worst performing underlying Sika Ltd
Performance of the underlying since issue -0.69%
Issue date 12/02/2019
Value date 19/02/2019
Maturity date 12/08/2020
Redemption date 19/08/2020
Callability No
Issuer Bank Julius Baer & Co Ltd, Guernsey
Underlying Helvetia Holding Ltd
Sika Ltd
Lonza Group Ltd
Issue price 100.00
Currency CHF
Listing Yes
COSI No
Coupon p.a. 5.00%
Next coupon payment 20/05/2019
Strike 100%
Barrier (%) 57.50%
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)

Helvetia Holding Ltd

  • Ticker SymbolHELN SW
  • Valor1227168
  • ISINCH0012271687

590.00 CHF

Sika Ltd

  • Ticker SymbolSIKA SW
  • Valor41879292
  • ISINCH0418792922

142.40 CHF

Lonza Group Ltd

  • Ticker SymbolLONN SW
  • Valor1384101
  • ISINCH0013841017

291.50 CHF

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