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7.80% p.a. JB Callable Multi Barrier Reverse Convertible (60%) on Dufry, Swatch, Richemont

  • Valor 46254078
  • ISIN CH0462540789
  • Symbol MCKJJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles








as of:
Barrier hit event occurred on 05/03/2020.
Performance since issue -72.00%
max. return 254.22%
max. return p.a. 2232.20%
Distance to strike (%) -260.92%
Distance to barrier Barrier touched on: 05/03/2020
Delta CFR=0.0,​DUFN=0.289,​UHR=0.0
multiple Underlyings Yes
days to maturity 42
Summary Risk Indicator (SRI)* n.a.

*All statements without guarantee.

Daily high (bid) 29.35
Daily low (bid) 27.45
52 Week high (bid) 99.25
52 Week low (bid) 17.40
Alltime high (bid) 100.75
Alltime low (bid) 17.40
Worst performing underlying Dufry AG
Performance of the underlying since issue -72.29%
Initial fixing date 10/04/2019
Issue date 10/04/2019
Maturity date 10/07/2020
Redemption date 17/07/2020
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying The Swatch Group Ltd
Compagnie Financière Richemont SA
Dufry AG
Issue price 100.00
Currency CHF
Listing Yes
Coupon p.a. 7.80%
Next coupon payment 17/07/2020
Strike 100%
Barrier (%) 60.00%
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)

The Swatch Group Ltd

  • Ticker SymbolUHR SE
  • Valor1225515
  • ISINCH0012255151

191.90 CHF

Compagnie Financière Richemont SA

  • Ticker SymbolCFR SW
  • Valor21048333
  • ISINCH0210483332

55.88 CHF

Dufry AG

  • Ticker SymbolDUFN SW
  • Valor2340545
  • ISINCH0023405456

28.33 CHF

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