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7.75% p.a. JB Barrier Reverse Convertible (70%) on Newmont Mining

  • Valor 44883931
  • ISIN CH0448839313
  • Symbol FBAXJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles








as of:
Performance since issue 1.25%
max. return 2.28%
max. return p.a. 4.43%
Distance to strike (%) 15.30%
Distance to barrier +40.71%
Delta 0.004
multiple Underlyings No
days to maturity 189
SSPA VaR* 9.50%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 101.40
Daily low (bid) 101.10
52 Week high (bid) 102.25
52 Week low (bid) 93.95
Alltime high (bid) 102.25
Alltime low (bid) 93.95
Worst performing underlying Newmont Goldcorp Corp
Performance of the underlying since issue 18.07%
Initial fixing date 28/02/2019
Issue date 28/02/2019
Maturity date 28/02/2020
Redemption date 06/03/2020
Callability No
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Newmont Goldcorp Corp
Issue price 100.00
Currency USD
Listing Yes
Coupon p.a. 7.75%
Next coupon payment 09/09/2019
Strike 33.2899
Barrier (%) 70.00%
Barrier observation continuous
Quanto No
Payment Scenario Barrier Reverse Convertibles
market expectation
  • 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)

Newmont Goldcorp Corp

  • Ticker SymbolNEM UN
  • Valor956952
  • ISINUS6516391066

39.30 USD

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