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5.00% p.a. JB Autocallable Multi Reverse Convertible on EURO STOXX 50® Index, S&P 500 Index®

  • Valor 45878034
  • ISIN CH0458780340
  • Symbol MBTIJB
  • SVSP Category Yield enhancement
  • SVSP Type Reverse Convertibles

Bid

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Volumen:

Ask

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Volumen:

Price

as of:
Performance since issue -0.25%
max. return 0.67%
max. return p.a. 1.59%
Distance to strike (%) 10.90%
Delta SPX=0.141,​SX5E=0.109
multiple Underlyings Yes
Observation days to maturity 154
SSPA VaR* 3.23%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 99.75
Daily low (bid) 99.50
52 Week high (bid) 100.60
52 Week low (bid) 97.95
Alltime high (bid) 100.60
Alltime low (bid) 97.95
Performance of the underlying since issue 12.23%
Initial fixing date 19/02/2019
Issue date 19/02/2019
Maturity date 19/11/2019
Redemption date 26/11/2019
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Euro Stoxx 50® Index
S&P 500 Index®
Issue price 100.00
Currency EUR
Listing Yes
COSI No
Coupon p.a. 5.00%
Next coupon payment 26/08/2019
Strike 93%
Quanto Yes
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)

Euro Stoxx 50® Index

  • Ticker SymbolSX5E
  • Valor846480
  • ISINEU0009658145

3415.84 EUR

S&P 500 Index®

  • Ticker SymbolSPX
  • Valor998434
  • ISINUS78378X1072

2889.67 USD

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