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10.80% p.a. JB Callable Multi Barrier Reverse Convertible (55%) on Facebook Inc, Baidu, Alibaba Group Holding Ltd

  • Valor 46660905
  • ISIN CH0466609051
  • Symbol MCKTJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles








as of:
Barrier hit event occurred on 12/08/2019.
Performance since issue -34.05%
max. return 56.00%
max. return p.a. 173.78%
Distance to strike (%) -58.77%
Distance to barrier Barrier touched on: 12/08/2019
Delta BABA=0.004,​BIDU=0.611,​FB=0.003
multiple Underlyings Yes
days to maturity 118
SSPA VaR* 32.16%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 67.35
Daily low (bid) 65.60
52 Week high (bid) 100.85
52 Week low (bid) 58.00
Alltime high (bid) 100.85
Alltime low (bid) 58.00
Worst performing underlying Baidu Inc (Nasdaq)
Performance of the underlying since issue -37.02%
Initial fixing date 12/04/2019
Issue date 12/04/2019
Maturity date 13/01/2020
Redemption date 21/01/2020
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Baidu Inc (Nasdaq)
Alibaba Group Holding Ltd
Facebook Inc
Issue price 100.00
Currency USD
Listing Yes
Coupon p.a. 10.80%
Next coupon payment 23/10/2019
Strike 100%
Barrier (%) 55.00%
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)

Baidu Inc (Nasdaq)

  • Ticker SymbolBIDU UW
  • Valor2231362
  • ISINUS0567521085

109.01 USD

Alibaba Group Holding Ltd

  • Ticker SymbolBABA UN
  • Valor24409862
  • ISINUS01609W1027

179.04 USD

Facebook Inc

  • Ticker SymbolFB UW
  • Valor14917609
  • ISINUS30303M1027

188.11 USD

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