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19.00% p.a. JB Callable Multi Barrier Reverse Convertible (55%) on The Kraft Heinz Company, Twitter, Netflix

  • Valor 46254035
  • ISIN CH0462540359
  • Symbol MAIOJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles








as of:
Performance since issue -0.65%
max. return 5.22%
max. return p.a. 20.22%
Distance to strike (%) -22.91%
Distance to barrier +32.40%
Delta KHC=0.038,​NFLX=0.124,​TWTR=-0.004
multiple Underlyings Yes
days to maturity 94
SSPA VaR* 43.05%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 99.35
Daily low (bid) 98.75
52 Week high (bid) 102.50
52 Week low (bid) 91.90
Alltime high (bid) 102.50
Alltime low (bid) 91.90
Worst performing underlying Netflix Inc
Performance of the underlying since issue -18.64%
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
The Kraft Heinz Company
Twitter Inc
Issue price 100.00
Currency USD
Listing Yes
Coupon p.a. 19.00%
Next coupon payment 23/09/2019
Strike 100%
Barrier (%) 55.00%
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)

Netflix Inc

  • Ticker SymbolNFLX US
  • Valor1413346
  • ISINUS64110L1061

294.00 USD

The Kraft Heinz Company

  • Ticker SymbolKHC UW
  • Valor28688848
  • ISINUS5007541064

29.26 USD

Twitter Inc

  • Ticker SymbolTWTR UN
  • Valor22371814
  • ISINUS90184L1026

42.60 USD

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