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6.00% p.a. JB Barrier Reverse Convertible (69%) on BNP Paribas

  • Valor 46873733
  • ISIN CH0468737330
  • Symbol FAWWJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles








as of:
Performance since issue -5.00%
max. return 9.06%
max. return p.a. 13.31%
Distance to strike (%) -14.63%
Distance to barrier +20.91%
Delta 0.015
multiple Underlyings No
days to maturity 249
SSPA VaR* 12.57%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 95.20
Daily low (bid) 94.45
52 Week high (bid) 101.50
52 Week low (bid) 90.90
Alltime high (bid) 101.50
Alltime low (bid) 90.90
Worst performing underlying BNP Paribas
Performance of the underlying since issue -12.76%
Initial fixing date 26/04/2019
Issue date 26/04/2019
Maturity date 27/04/2020
Redemption date 05/05/2020
Callability No
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying BNP Paribas
Issue price 100.00
Currency EUR
Listing Yes
Coupon p.a. 6.00%
Next coupon payment 06/11/2019
Strike 46.9
Barrier (%) 69.00%
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)

BNP Paribas

  • Ticker SymbolBNP FP
  • Valor123397
  • ISINFR0000131104

40.92 EUR

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