Skip to Content Julius Bär

9.25% p.a. JB Barrier Reverse Convertible (69%) on Alibaba Group Holding Ltd

  • Valor 45628369
  • ISIN CH0456283693
  • Symbol FAEQJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles

Bid

%

Volumen:

Ask

%

Volumen:

Price

as of:
Performance since issue 0.10%
max. return 8.57%
max. return p.a. 17.54%
Distance to strike (%) 1.00%
Distance to barrier +31.69%
Delta 0.002
multiple Underlyings No
days to maturity 178
SSPA VaR* 16.80%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 100.20
Daily low (bid) 100.00
52 Week high (bid) 101.55
52 Week low (bid) 89.85
Alltime high (bid) 101.55
Alltime low (bid) 89.85
Worst performing underlying Alibaba Group Holding Ltd
Performance of the underlying since issue 1.02%
Initial fixing date 07/03/2019
Issue date 07/03/2019
Maturity date 09/03/2020
Redemption date 16/03/2020
Callability No
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Alibaba Group Holding Ltd
Issue price 100.00
Currency USD
Listing Yes
COSI No
Coupon p.a. 9.25%
Next coupon payment 16/09/2019
Strike 177.32
Barrier (%) 69.00%
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)

Alibaba Group Holding Ltd

  • Ticker SymbolBABA UN
  • Valor24409862
  • ISINUS01609W1027

179.17 USD

Back to top