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6.00% p.a. JB Multi Barrier Reverse Convertible (65%) with Lock-In on Sika AG, Lonza Group AG, LafargeHolcim

  • Valor 45878065
  • ISIN CH0458780654
  • Symbol MCILJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles








as of:
Performance since issue 1.85%
max. return -0.59%
max. return p.a. -1.85%
Distance to strike (%) n.a.
Distance to barrier n.a.
Delta LHN=1.088,​LONN=0.002,​SIKA=0.0
multiple Underlyings Yes
days to maturity 115
SSPA VaR* n.a.
Summary Risk Indicator (SRI)* n.a.

*All statements without guarantee.

Daily high (bid) 101.85
Daily low (bid) 101.85
52 Week high (bid) 106.05
52 Week low (bid) 93.55
Alltime high (bid) 106.05
Alltime low (bid) 93.55
Worst performing underlying LafargeHolcim Ltd
Performance of the underlying since issue -3.03%
Initial fixing date 13/03/2019
Issue date 13/03/2019
Maturity date 15/06/2020
Redemption date 22/06/2020
Callability No
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Sika Ltd
LafargeHolcim Ltd
Lonza Group Ltd
Issue price 100.00
Currency CHF
Listing Yes
Coupon p.a. 6.00%
Next coupon payment 20/03/2020
Strike 100%
Barrier (%) 65.00%
Barrier observation continuous
Quanto No
Payment Scenario Barrier Reverse Convertibles
market expectation
  • 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)

Sika Ltd

  • Ticker SymbolSIKA SW
  • Valor41879292
  • ISINCH0418792922

142.40 CHF

LafargeHolcim Ltd

  • Ticker SymbolLHN SW
  • Valor1221405
  • ISINCH0012214059

48.66 CHF

Lonza Group Ltd

  • Ticker SymbolLONN SW
  • Valor1384101
  • ISINCH0013841017

419.60 CHF

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