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7.20% p.a. JB Callable Multi Barrier Reverse Convertible (50%) on Adecco Group, Georg Fischer AG, Lindt & Spruengli PS

  • Valor 47005745
  • ISIN CH0470057453
  • Symbol
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles








as of:
Performance since issue 1.05%
max. return 8.05%
max. return p.a. 5.98%
Distance to strike (%) 8.67%
Distance to barrier +54.34%
Delta ADEN=0.053,​FI/N=0.047,​LISP=0.004
multiple Underlyings Yes
days to maturity 490
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 101.05
Daily low (bid) 101.05
52 Week high (bid) 103.80
52 Week low (bid) 96.55
Alltime high (bid) 103.80
Alltime low (bid) 96.55
Worst performing underlying Lindt & Sprüngli Ltd
Performance of the underlying since issue 9.49%
Initial fixing date 25/03/2019
Issue date 25/03/2019
Maturity date 25/03/2021
Redemption date 01/04/2021
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Lindt & Sprüngli Ltd
Adecco Group Inc
Georg Fischer Ltd
Issue price 100.00
Currency CHF
Listing No
Coupon p.a. 7.20%
Next coupon payment 03/01/2020
Strike 100%
Barrier (%) 50.00%
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)

Lindt & Sprüngli Ltd

  • Ticker SymbolLISP SW
  • Valor1057076
  • ISINCH0010570767

7325.00 CHF

Adecco Group Inc

  • Ticker SymbolADEN SW
  • Valor1213860
  • ISINCH0012138605

60.86 CHF

Georg Fischer Ltd

  • Ticker SymbolFI/N SW
  • Valor175230
  • ISINCH0001752309

976.00 CHF

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