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6.50% p.a. JB Callable Multi Barrier Reverse Convertible (60% European) on Kinross Gold, Newmont Mining, Barrick Gold Corp

  • Valor 46254063
  • ISIN CH0462540631
  • Symbol MCJUJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles

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as of:
Performance since issue -3.65%
max. return 8.96%
max. return p.a. 10.71%
Distance to strike (%) -11.22%
Distance to barrier +33.27%
Delta GOLD=0.091,​KGC=0.27,​NEM=0.067
multiple Underlyings Yes
Days to maturity 306
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 96.90
Daily low (bid) 96.30
52 Week high (bid) 101.15
52 Week low (bid) 94.35
Alltime high (bid) 101.15
Alltime low (bid) 94.35
Worst performing underlying Barrick Gold Corp
Performance of the underlying since issue -10.09%
Issue date 21/03/2019
Value date 28/03/2019
Maturity date 23/03/2020
Redemption date 30/03/2020
Callability Yes
Issuer Bank Julius Baer & Co Ltd, Guernsey
Underlying Newmont Goldcorp Corp
Barrick Gold Corp
Kinross Gold Corp
Issue price 100.00
Currency EUR
Listing Yes
COSI No
Coupon p.a. 6.50%
Next coupon payment 28/06/2019
Strike 100%
Barrier (%) 60.00%
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)

Newmont Goldcorp Corp

  • Ticker SymbolNEM UN
  • Valor956952
  • ISINUS6516391066

31.32 USD

Barrick Gold Corp

  • Ticker SymbolGOLD UN
  • Valor337680
  • ISINCA0679011084

12.20 USD

Kinross Gold Corp

  • Ticker SymbolKGC UN
  • Valor1977416
  • ISINCA4969024047

3.12 USD

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