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8.00% p.a. JB Callable Multi Barrier Reverse Convertible (61% European) on Swatch, NIKE, Adidas AG

  • Valor 46254054
  • ISIN CH0462540540
  • Symbol MCJLJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles

Bid

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Volumen:

Ask

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Volumen:

Price

as of:
Performance since issue n.a.
max. return 4.75%
max. return p.a. 9.35%
Distance to strike (%) -7.25%
Distance to barrier +34.58%
Delta ADS=0.004,​NKE=0.075,​UHR=0.13
multiple Underlyings Yes
days to maturity 185
SSPA VaR* 11.22%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 99.05
Daily low (bid) 98.90
52 Week high (bid) 100.80
52 Week low (bid) 95.55
Alltime high (bid) 100.80
Alltime low (bid) 95.55
Worst performing underlying n.a.
Performance of the underlying since issue n.a.
Initial fixing date 19/03/2019
Issue date 19/03/2019
Maturity date 19/03/2020
Redemption date 26/03/2020
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying The Swatch Group Ltd
Adidas AG
NIKE, Inc
Issue price 100.00
Currency USD
Listing Yes
COSI No
Coupon p.a. 8.00%
Next coupon payment 26/09/2019
Strike 100%
Barrier (%) 61.00%
Barrier observation at the end
Quanto Yes
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)

The Swatch Group Ltd

  • Ticker SymbolUHR SE
  • Valor1225515
  • ISINCH0012255151

CHF

Adidas AG

  • Ticker SymbolADS GY
  • Valor11730015
  • ISINDE000A1EWWW0

141.95 EUR

NIKE, Inc

  • Ticker SymbolNKE UN
  • Valor957150
  • ISINUS6541061031

87.24 USD

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