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6.95% p.a. JB Barrier Reverse Convertible (70%) on Dufry

  • Valor 46392722
  • ISIN CH0463927225
  • Symbol SAFWJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles

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as of:
Performance since issue -5.95%
max. return 12.79%
max. return p.a. 13.74%
Distance to strike (%) -14.12%
Distance to barrier +20.11%
Delta 0.007
multiple Underlyings No
Days to maturity 341
SSPA VaR* 13.27%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 95.35
Daily low (bid) 92.35
52 Week high (bid) 99.05
52 Week low (bid) 90.20
Alltime high (bid) 99.05
Alltime low (bid) 90.20
Worst performing underlying Dufry AG
Performance of the underlying since issue -12.38%
Issue date 26/04/2019
Value date 06/05/2019
Maturity date 27/04/2020
Redemption date 05/05/2020
Callability No
Issuer Bank Julius Baer & Co Ltd, Guernsey
Underlying Dufry AG
Issue price 100.00
Currency CHF
Listing Yes
COSI No
Coupon p.a. 6.95%
Next coupon payment 06/11/2019
Strike 101.25
Barrier (%) 70.00%
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)

Dufry AG

  • Ticker SymbolDUFN SW
  • Valor2340545
  • ISINCH0023405456

88.84 CHF

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