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5.40% p.a. JB Callable Multi Reverse Convertible on The Kraft Heinz Company, Coca-Cola

  • Valor 45878053
  • ISIN CH0458780530
  • Symbol MCHZJB
  • SVSP Category Yield enhancement
  • SVSP Type Reverse Convertibles








as of:
Performance since issue n.a.
max. return n.a.
max. return p.a. n.a.
Distance to strike (%) 4.59%
Delta KHC=0.392,​KO=0.0
multiple Underlyings Yes
days to maturity 39
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 96.65
Daily low (bid) 96.05
52 Week high (bid) 100.25
52 Week low (bid) 89.35
Alltime high (bid) 100.25
Alltime low (bid) 89.35
Performance of the underlying since issue 4.81%
Initial fixing date 26/02/2019
Issue date 26/02/2019
Maturity date 26/11/2019
Redemption date 03/12/2019
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying The Coca-Cola Co
The Kraft Heinz Company
Issue price 100.00
Currency USD
Listing Yes
Coupon p.a. 5.40%
Next coupon payment 03/12/2019
Strike 80%
Quanto No
Payment Scenario Reverse Convertibles
market expectation
  • 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)

The Coca-Cola Co

  • Ticker SymbolKO UN
  • Valor919390
  • ISINUS1912161007

53.82 USD

The Kraft Heinz Company

  • Ticker SymbolKHC UW
  • Valor28688848
  • ISINUS5007541064

27.77 USD

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