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9.10% p.a. JB Callable Barrier Reverse Convertible (65%) on Temenos Group AG

  • Valor 47102064
  • ISIN CH0471020641
  • Symbol SAGWJB
  • 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 11.85%
max. return p.a. 12.51%
Distance to strike (%) -10.65%
Distance to barrier +28.08%
Delta TEMN=0.436
multiple Underlyings No
days to maturity 346
SSPA VaR* 20.34%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 96.80
Daily low (bid) 96.25
52 Week high (bid) 99.45
52 Week low (bid) 93.30
Alltime high (bid) 99.45
Alltime low (bid) 93.30
Worst performing underlying n.a.
Performance of the underlying since issue n.a.
Initial fixing date 28/05/2019
Issue date 28/05/2019
Maturity date 28/08/2020
Redemption date 04/09/2020
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Temenos Group AG
Issue price 100.00
Currency CHF
Listing Yes
COSI No
Coupon p.a. 9.10%
Next coupon payment 05/12/2019
Strike 183.35
Barrier (%) 65.00%
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)

Temenos Group AG

  • Ticker SymbolTEMN SW
  • Valor1245391
  • ISINCH0012453913

165.70 CHF

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