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9.45% p.a. JB Callable Barrier Reverse Convertible (65%) on General Motors

  • Valor 46254290
  • ISIN CH0462542900
  • Symbol FBCGJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles

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as of:
Performance since issue -6.90%
max. return 16.04%
max. return p.a. 17.71%
Distance to strike (%) -14.62%
Distance to barrier +25.50%
Delta GM=0.562
multiple Underlyings No
Days to maturity 332
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 93.80
Daily low (bid) 93.10
52 Week high (bid) 99.50
52 Week low (bid) 92.15
Alltime high (bid) 99.50
Alltime low (bid) 92.15
Worst performing underlying General Motors Co
Performance of the underlying since issue -12.75%
Initial fixing date 18/04/2019
Issue date 29/04/2019
Maturity date 20/04/2020
Redemption date 27/04/2020
Callability Yes
Issuer Bank Julius Baer & Co Ltd, Guernsey
Underlying General Motors Co
Issue price 100.00
Currency USD
Listing Yes
COSI No
Coupon p.a. 9.45%
Next coupon payment 29/07/2019
Strike 40.3
Barrier (%) 65.00%
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)

General Motors Co

  • Ticker SymbolGM UN
  • Valor11665971
  • ISINUS37045V1008

35.14 USD

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