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12.90% p.a. JB Callable Barrier Reverse Convertible (55%) on Autoneum Holding AG

  • Valor 46772438
  • ISIN CH0467724388
  • Symbol SAQZJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles
  • SVSP Code 1230

Bid

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Volumen:

Ask

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Volumen:

Price

as of:
The product was early redeemed on 21/02/2020.
max. return 0.76%
max. return p.a. 1.52%
Distance to strike (%) -12.69%
Distance to barrier +38.02%
Delta AUTN=-0.001
multiple Underlyings No
days to maturity 182

*All statements without guarantee.

Initial fixing date 21/05/2019
Issue date 21/05/2019
Maturity date 21/08/2020
Redemption date 28/08/2020
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Autoneum Holding AG
Issue price 100.00
Currency CHF
Listing Yes
COSI No
Coupon p.a. 12.90%
Strike 133.2
Barrier (%) 55.00%
Barrier observation continuous
Quanto No
Trigger Step-Down 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)

Autoneum Holding AG

  • Ticker SymbolAUTN SW
  • Valor12748036
  • ISINCH0127480363

CHF

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