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6.35% p.a. JB Barrier Reverse Convertible (75%) on OC Oerlikon

  • Valor 46772436
  • ISIN CH0467724362
  • Symbol SAKVJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles








as of:
Performance since issue -10.00%
max. return 12.37%
max. return p.a. 50.61%
Distance to strike (%) -17.33%
Distance to barrier +12.00%
Delta 0.109
multiple Underlyings No
days to maturity 88
SSPA VaR* 13.29%
Summary Risk Indicator (SRI)*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 94.90
Daily low (bid) 88.00
52 Week high (bid) 101.50
52 Week low (bid) 77.70
Alltime high (bid) 101.50
Alltime low (bid) 77.70
Worst performing underlying OC Oerlikon Corp. Inc
Performance of the underlying since issue -14.77%
Initial fixing date 21/05/2019
Issue date 21/05/2019
Maturity date 22/05/2020
Redemption date 29/05/2020
Callability No
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying OC Oerlikon Corp. Inc
Issue price 100.00
Currency CHF
Listing Yes
Coupon p.a. 6.35%
Next coupon payment 29/05/2020
Strike 11.34
Barrier (%) 75.00%
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)

OC Oerlikon Corp. Inc

  • Ticker SymbolOERL SW
  • Valor81682
  • ISINCH0000816824

9.67 CHF

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