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6.00% p.a. JB Autocallable Multi Barrier Reverse Convertible (69%) on Swiss Re , Helvetia, Swiss Life Holding

  • Valor 45878071
  • ISIN CH0458780712
  • Symbol MCIRJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles








as of:
Performance since issue n.a.
max. return n.a.
max. return p.a. n.a.
Distance to strike (%) n.a.
Distance to barrier n.a.
Delta n.a.
multiple Underlyings Yes
Observation days to maturity n.a.
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) n.a.
Daily low (bid) n.a.
52 Week high (bid) n.a.
52 Week low (bid) n.a.
Alltime high (bid) n.a.
Alltime low (bid) n.a.
Worst performing underlying n.a.
Performance of the underlying since issue n.a.
Initial fixing date 15/03/2019
Issue date 22/03/2019
Maturity date 15/09/2020
Redemption date 22/09/2020
Callability Yes
Issuer Bank Julius Baer & Co Ltd, Guernsey
Underlying Swiss Re Ltd
Helvetia Holding Ltd
Swiss Life Holding Ltd
Issue price 100.00
Currency CHF
Listing Yes
Coupon p.a. 6.00%
Next coupon payment 24/06/2019
Strike 100%
Barrier (%) 69.00%
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)

Swiss Re Ltd

  • Ticker SymbolSREN SE
  • Valor12688156
  • ISINCH0126881561

99.40 CHF

Helvetia Holding Ltd

  • Ticker SymbolHELN SW
  • Valor1227168
  • ISINCH0012271687

125.50 CHF

Swiss Life Holding Ltd

  • Ticker SymbolSLHN SE
  • Valor1485278
  • ISINCH0014852781

475.70 CHF

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