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5.40% p.a. JB Barrier Reverse Convertible (75%) on Inditex

  • Valor 45628388
  • ISIN CH0456283883
  • Symbol FBBEJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles

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as of:
Performance since issue -2.35%
max. return 6.10%
max. return p.a. 8.05%
Distance to strike (%) -4.41%
Distance to barrier +21.69%
Delta 0.021
multiple Underlyings No
Observation days to maturity 277
SSPA VaR* 18.41%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 97.90
Daily low (bid) 97.15
52 Week high (bid) 100.90
52 Week low (bid) 93.45
Alltime high (bid) 100.90
Alltime low (bid) 93.45
Worst performing underlying Industria de Diseno Textil Inditex SA
Performance of the underlying since issue -4.22%
Initial fixing date 21/03/2019
Issue date 21/03/2019
Maturity date 23/03/2020
Redemption date 30/03/2020
Callability No
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Industria de Diseno Textil Inditex SA
Issue price 100.00
Currency EUR
Listing Yes
COSI No
Coupon p.a. 5.40%
Next coupon payment 30/09/2019
Strike 26.29
Barrier (%) 75.00%
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)

Industria de Diseno Textil Inditex SA

  • Ticker SymbolITX SM
  • Valor24956043
  • ISINES0148396007

25.19 EUR

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