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7.65% p.a. JB Callable Multi Barrier Reverse Convertible (75%) on Novartis, Roche, Nestlé

  • Valor 45878045
  • ISIN CH0458780456
  • Symbol MBTTJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles

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as of:
Performance since issue -0.20%
max. return 9.37%
max. return p.a. 7.43%
Distance to strike (%) -2.21%
Distance to barrier +23.34%
Delta NESN=0.06,​NOVN_ALC=0.104,​ROG=0.251
multiple Underlyings Yes
Days to maturity 462
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 99.85
Daily low (bid) 99.50
52 Week high (bid) 100.70
52 Week low (bid) 97.35
Alltime high (bid) 100.70
Alltime low (bid) 97.35
Worst performing underlying Roche Holding Ltd
Performance of the underlying since issue -2.16%
Initial fixing date 28/02/2019
Issue date 07/03/2019
Maturity date 28/08/2020
Redemption date 04/09/2020
Callability Yes
Issuer Bank Julius Baer & Co Ltd, Guernsey
Underlying Nestlé Ltd
NOVARTIS AG-REG
Roche Holding Ltd
Issue price 100.00
Currency CHF
Listing Yes
COSI No
Coupon p.a. 7.65%
Next coupon payment 07/06/2019
Strike 100%
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)

Nestlé Ltd

  • Ticker SymbolNESN SE
  • Valor3886335
  • ISINCH0038863350

99.19 CHF

NOVARTIS AG-REG

  • Ticker SymbolNOVN_ALC
  • Valor9650140
  • ISINCH0012005267

CHF

Roche Holding Ltd

  • Ticker SymbolROG SE
  • Valor1203204
  • ISINCH0012032048

271.35 CHF

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