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4.83% p.a. JB Reverse Convertible on Henkel

  • Valor 45628375
  • ISIN CH0456283750
  • Symbol FAFDJB
  • SVSP Category Yield enhancement
  • SVSP Type Reverse Convertibles

Bid

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Price

as of:
Performance since issue -0.40%
max. return 0.96%
max. return p.a. 4.67%
Distance to strike (%) 7.02%
Delta 0.003
multiple Underlyings No
Observation days to maturity 76
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 99.70
Daily low (bid) 99.30
52 Week high (bid) 100.50
52 Week low (bid) 97.15
Alltime high (bid) 100.50
Alltime low (bid) 97.15
Performance of the underlying since issue 7.55%
Initial fixing date 06/03/2019
Issue date 06/03/2019
Maturity date 02/09/2019
Redemption date 09/09/2019
Callability No
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Henkel AG & Co KGaA
Issue price 100.00
Currency EUR
Listing Yes
COSI No
Coupon p.a. 4.83%
Next coupon payment 09/09/2019
Strike 80.685
Quanto No
Payment Scenario Reverse Convertibles
market expectation
characteristics
  • Underlying moving sideways or slightly rising
  • Falling volatility
  • Should the underlying close below the strike on expiry, the underlying and/or a cash amount is redeemed
  • Should the underlying close above the strike at expiry, the nominal plus the coupon is being paid at redemption
  • The coupon is paid regardless of the performance of the underlying
  • Reduced risk compared to a direct investment into the underlying
  • With higher risk levels, multiple underlyings (“Worst-of”) allow for higher coupons
  • Limited profit opportunity (cap)

Henkel AG & Co KGaA

  • Ticker SymbolHEN3 GY
  • Valor335910
  • ISINDE0006048432

86.76 EUR

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