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8.20% p.a. JB Barrier Reverse Convertible (70%) on Adobe Systems Inc

  • Valor 46254250
  • ISIN CH0462542504
  • Symbol FAFSJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles








as of:
Performance since issue 1.10%
max. return 1.36%
max. return p.a. 3.80%
Distance to strike (%) 11.60%
Distance to barrier +38.12%
Delta 0.0
multiple Underlyings No
days to maturity 130
SSPA VaR* 4.82%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 101.20
Daily low (bid) 101.10
52 Week high (bid) 102.40
52 Week low (bid) 96.30
Alltime high (bid) 102.40
Alltime low (bid) 96.30
Worst performing underlying Adobe Systems Inc
Performance of the underlying since issue 13.12%
Initial fixing date 28/03/2019
Issue date 28/03/2019
Maturity date 30/03/2020
Redemption date 06/04/2020
Callability No
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Adobe Systems Inc
Issue price 100.00
Currency USD
Listing Yes
Coupon p.a. 8.20%
Next coupon payment 06/04/2020
Strike 263.53
Barrier (%) 70.00%
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)

Adobe Systems Inc

  • Ticker SymbolADBE UW
  • Valor903472
  • ISINUS00724F1012

298.15 USD

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