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6.15% p.a. JB Callable Multi Barrier Reverse Convertible (50%) on Alibaba Group Holding Ltd, Inc

  • Valor 46254038
  • ISIN CH0462540383
  • Symbol MCIVJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles








as of:
Performance since issue n.a.
max. return 11.92%
max. return p.a. 7.64%
Distance to strike (%) -2.05%
Distance to barrier +48.97%
Delta AMZN=0.088,​BABA=0.205
multiple Underlyings Yes
days to maturity 570
SSPA VaR* 18.67%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 97.75
Daily low (bid) 97.20
52 Week high (bid) 101.35
52 Week low (bid) 92.75
Alltime high (bid) 101.35
Alltime low (bid) 92.75
Worst performing underlying n.a.
Performance of the underlying since issue n.a.
Initial fixing date 12/03/2019
Issue date 12/03/2019
Maturity date 12/03/2021
Redemption date 19/03/2021
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Alibaba Group Holding Ltd Inc
Issue price 100.00
Currency EUR
Listing Yes
Coupon p.a. 6.15%
Next coupon payment 19/09/2019
Strike 100%
Barrier (%) 50.00%
Barrier observation continuous
Quanto Yes
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)

Alibaba Group Holding Ltd

  • Ticker SymbolBABA UN
  • Valor24409862
  • ISINUS01609W1027

177.02 USD Inc

  • Ticker SymbolAMZN UW
  • Valor645156
  • ISINUS0231351067

1799.88 USD

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