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9.00% p.a. JB Autocallable Multi Reverse Convertible on Chevron, Royal Dutch Shell PLC, Eni SpA

  • Valor 46660919
  • ISIN CH0466609192
  • Symbol MCLHJB
  • SVSP Category Yield enhancement
  • SVSP Type Reverse Convertibles








as of:
Performance since issue n.a.
max. return 4.22%
max. return p.a. 8.29%
Distance to strike (%) 1.08%
Delta CVX=0.146,​ENI=0.233,​RDSA=0.214
multiple Underlyings Yes
days to maturity 186
SSPA VaR* 8.11%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 95.80
Daily low (bid) 95.25
52 Week high (bid) 100.75
52 Week low (bid) 90.00
Alltime high (bid) 100.75
Alltime low (bid) 90.00
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 Eni SpA
Chevron Corp
Royal Dutch Shell Plc A
Issue price 100.00
Currency USD
Listing Yes
Coupon p.a. 9.00%
Next coupon payment 25/10/2019
Strike 88.1%
Quanto Yes
Payment Scenario Reverse Convertibles
market expectation
  • Underlying moving sideways or slightly rising
  • Falling volatility
  • Should the underlying close below the strike on expiry, the underlying and/or a cash amount is redeemed
  • Should the underlying close above the strike at expiry, the nominal plus the coupon is being paid at redemption
  • The coupon is paid regardless of the performance of the underlying
  • Reduced risk compared to a direct investment into the underlying
  • With higher risk levels, multiple underlyings (“Worst-of”) allow for higher coupons
  • Limited profit opportunity (cap)

Eni SpA

  • Ticker SymbolENI IM
  • Valor1252314
  • ISINIT0003132476

13.79 EUR

Chevron Corp

  • Ticker SymbolCVX UN
  • Valor1281709
  • ISINUS1667641005

115.34 USD

Royal Dutch Shell Plc A

  • Ticker SymbolRDSA NA
  • Valor1987674
  • ISINGB00B03MLX29

26.18 EUR

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