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6.50% p.a. JB Callable Multi Barrier Reverse Convertible (70% European) on UBS Group, Vontobel Holding AG, Credit Suisse

  • Valor 45878073
  • ISIN CH0458780738
  • Symbol MCITJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles

Bid

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Price

as of:
Performance since issue n.a.
max. return 5.85%
max. return p.a. 18.01%
Distance to strike (%) n.a.
Distance to barrier n.a.
Delta CSGN=0.116,​UBSG=0.339,​VONN=0.075
multiple Underlyings Yes
days to maturity 119
SSPA VaR* 8.65%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 96.55
Daily low (bid) 95.65
52 Week high (bid) 101.35
52 Week low (bid) 93.85
Alltime high (bid) 101.35
Alltime low (bid) 93.85
Worst performing underlying n.a.
Performance of the underlying since issue n.a.
Initial fixing date 15/03/2019
Issue date 15/03/2019
Maturity date 16/12/2019
Redemption date 23/12/2019
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Credit Suisse Group Ltd
Vontobel Holding Ltd
UBS Group Inc
Issue price 100.00
Currency CHF
Listing Yes
COSI No
Coupon p.a. 6.50%
Next coupon payment 23/09/2019
Strike 100%
Barrier (%) 70.00%
Barrier observation at the end
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)

Credit Suisse Group Ltd

  • Ticker SymbolCSGN SW
  • Valor1213853
  • ISINCH0012138530

11.20 CHF

Vontobel Holding Ltd

  • Ticker SymbolVONN SW
  • Valor1233554
  • ISINCH0012335540

50.80 CHF

UBS Group Inc

  • Ticker SymbolUBSG SW
  • Valor24476758
  • ISINCH0244767585

10.27 CHF

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