Skip to Content Julius Bär

7.60% p.a. JB Callable Multi Barrier Reverse Convertible (65%) on Lonza Group AG, Novartis, Geberit AG

  • Valor 45878037
  • ISIN CH0458780373
  • Symbol MBTLJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles

Bid

%

Volumen:

Ask

%

Volumen:

Price

as of:
Performance since issue 0.70%
max. return 8.31%
max. return p.a. 6.60%
Distance to strike (%) 6.86%
Distance to barrier +39.46%
Delta GEBN=0.05,​LONN=0.155,​NOVN_ALC=0.075
multiple Underlyings Yes
Days to maturity 461
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 100.70
Daily low (bid) 100.45
52 Week high (bid) 101.70
52 Week low (bid) 97.80
Alltime high (bid) 101.70
Alltime low (bid) 97.80
Worst performing underlying NOVARTIS AG-REG
Performance of the underlying since issue 7.37%
Initial fixing date 27/02/2019
Issue date 06/03/2019
Maturity date 27/08/2020
Redemption date 03/09/2020
Callability Yes
Issuer Bank Julius Baer & Co Ltd, Guernsey
Underlying NOVARTIS AG-REG
Geberit AG
Lonza Group Ltd
Issue price 100.00
Currency CHF
Listing Yes
COSI No
Coupon p.a. 7.60%
Next coupon payment 06/06/2019
Strike 100%
Barrier (%) 65.00%
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)

NOVARTIS AG-REG

  • Ticker SymbolNOVN_ALC
  • Valor9650140
  • ISINCH0012005267

CHF

Geberit AG

  • Ticker SymbolGEBN SW
  • Valor3017040
  • ISINCH0030170408

448.80 CHF

Lonza Group Ltd

  • Ticker SymbolLONN SW
  • Valor1384101
  • ISINCH0013841017

317.00 CHF

Back to top