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9.89% p.a. JB Callable Multi Barrier Reverse Convertible (60%) on Microsoft, Facebook Inc, Alphabet Inc - Class A

  • Valor 46254083
  • ISIN CH0462540839
  • Symbol MCKOJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles

Bid

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as of:
Performance since issue -3.25%
max. return 14.64%
max. return p.a. 12.67%
Distance to strike (%) -9.09%
Distance to barrier +34.55%
Delta FB=0.156,​GOOGL=0.163,​MSFT=0.108
multiple Underlyings Yes
Days to maturity 423
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 96.90
Daily low (bid) 96.60
52 Week high (bid) 100.95
52 Week low (bid) 96.10
Alltime high (bid) 100.95
Alltime low (bid) 96.10
Worst performing underlying Alphabet Inc
Performance of the underlying since issue -8.33%
Initial fixing date 18/04/2019
Issue date 25/04/2019
Maturity date 20/07/2020
Redemption date 27/07/2020
Callability Yes
Issuer Bank Julius Baer & Co Ltd, Guernsey
Underlying Microsoft Corp
Alphabet Inc
Facebook Inc
Issue price 100.00
Currency USD
Listing Yes
COSI No
Coupon p.a. 9.89%
Next coupon payment 25/07/2019
Strike 100%
Barrier (%) 60.00%
Barrier observation continuous
Quanto No
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)

Microsoft Corp

  • Ticker SymbolMSFT UW
  • Valor951692
  • ISINUS5949181045

126.21 USD

Alphabet Inc

  • Ticker SymbolGOOGL UW
  • Valor29798540
  • ISINUS02079K3059

1138.74 USD

Facebook Inc

  • Ticker SymbolFB UW
  • Valor14917609
  • ISINUS30303M1027

181.07 USD

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