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6.00% p.a. JB Callable Multi Barrier Reverse Convertible (59% European) on Baidu, Alibaba Group Holding Ltd, Facebook Inc

  • Valor 46254041
  • ISIN CH0462540417
  • Symbol MCIYJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles








as of:
Performance since issue -18.50%
max. return 24.77%
max. return p.a. 63.23%
Distance to strike (%) -60.96%
Distance to barrier +5.03%
Delta BABA=0.004,​BIDU=0.999,​FB=0.002
multiple Underlyings Yes
days to maturity 143
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 81.50
Daily low (bid) 81.50
52 Week high (bid) 100.95
52 Week low (bid) 70.35
Alltime high (bid) 100.95
Alltime low (bid) 70.35
Worst performing underlying Baidu Inc
Performance of the underlying since issue -37.87%
Initial fixing date 13/03/2019
Issue date 13/03/2019
Maturity date 13/03/2020
Redemption date 20/03/2020
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Baidu Inc
Alibaba Group Holding Ltd
Facebook Inc
Issue price 100.00
Currency EUR
Listing Yes
Coupon p.a. 6.00%
Next coupon payment 20/12/2019
Strike 100%
Barrier (%) 59.00%
Barrier observation at the end
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)

Baidu Inc

  • Ticker SymbolBIDU UW
  • Valor2231362
  • ISINUS0567521085

104.28 USD

Alibaba Group Holding Ltd

  • Ticker SymbolBABA UN
  • Valor24409862
  • ISINUS01609W1027

173.53 USD

Facebook Inc

  • Ticker SymbolFB UW
  • Valor14917609
  • ISINUS30303M1027

189.77 USD

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