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19.10% p.a. JB Callable Multi Barrier Reverse Convertible (55%) on Netflix, Twitter, Amazon.com Inc

  • Valor 46254034
  • ISIN CH0462540342
  • Symbol MAINJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles

Bid

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Volumen:

Ask

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Price

as of:
Performance since issue 0.00%
max. return 9.22%
max. return p.a. 18.54%
Distance to strike (%) -3.20%
Distance to barrier +43.24%
Delta AMZN=0.008,​NFLX=0.012,​TWTR=0.005
multiple Underlyings Yes
Observation days to maturity 182
SSPA VaR* 21.12%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 100.25
Daily low (bid) 99.40
52 Week high (bid) 102.70
52 Week low (bid) 97.35
Alltime high (bid) 102.70
Alltime low (bid) 97.35
Worst performing underlying Netflix Inc
Performance of the underlying since issue -3.10%
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 Netflix Inc
Amazon.com Inc
Twitter Inc
Issue price 100.00
Currency USD
Listing Yes
COSI No
Coupon p.a. 19.10%
Next coupon payment 24/06/2019
Strike 100%
Barrier (%) 55.00%
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)

Netflix Inc

  • Ticker SymbolNFLX US
  • Valor1413346
  • ISINUS64110L1061

350.70 USD

Amazon.com Inc

  • Ticker SymbolAMZN UW
  • Valor645156
  • ISINUS0231351067

1885.44 USD

Twitter Inc

  • Ticker SymbolTWTR UN
  • Valor22371814
  • ISINUS90184L1026

36.43 USD

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