Skip to Content Julius Bär

9.65% p.a. JB Callable Barrier Reverse Convertible (50%) on Tata Motors Ltd

  • Valor 46254289
  • ISIN CH0462542892
  • Symbol FBCFJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles








as of:
Barrier hit event occurred on 06/08/2019.
Performance since issue n.a.
max. return 49.38%
max. return p.a. 132.67%
Distance to strike (%) -50.40%
Distance to barrier Barrier touched on: 06/08/2019
Delta TTM=0.592
multiple Underlyings No
days to maturity 136
SSPA VaR* 23.87%
Summary Risk Indicator (SRI)*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 69.70
Daily low (bid) 67.65
52 Week high (bid) 99.50
52 Week low (bid) 50.40
Alltime high (bid) 99.50
Alltime low (bid) 50.40
Worst performing underlying n.a.
Performance of the underlying since issue n.a.
Initial fixing date 18/04/2019
Issue date 18/04/2019
Maturity date 20/04/2020
Redemption date 27/04/2020
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Tata Motors Ltd
Issue price 100.00
Currency USD
Listing Yes
Coupon p.a. 9.65%
Next coupon payment 29/01/2020
Strike 17.1
Barrier (%) 50.00%
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)

Tata Motors Ltd

  • Ticker SymbolTTM UN
  • Valor1960506
  • ISINUS8765685024

11.29 USD

Back to top