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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

Bid

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Volumen:

Ask

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Price

as of:
Performance since issue n.a.
max. return n.a.
max. return p.a. n.a.
Distance to strike (%) -20.65%
Distance to barrier +33.64%
Delta AUTN=0.544
multiple Underlyings No
days to maturity 308
SSPA VaR* 40.69%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 91.25
Daily low (bid) 89.65
52 Week high (bid) 100.05
52 Week low (bid) 79.65
Alltime high (bid) 100.05
Alltime low (bid) 79.65
Worst performing underlying Autoneum Holding AG
Performance of the underlying since issue -17.12%
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%
Next coupon payment 28/11/2019
Strike 133.2
Barrier (%) 55.00%
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)

Autoneum Holding AG

  • Ticker SymbolAUTN SW
  • Valor12748036
  • ISINCH0127480363

CHF

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