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7.75% p.a. JB Callable Multi Barrier Reverse Convertible (59%) on Intel, 3M

  • Valor 47102442
  • ISIN CH0471024429
  • Symbol MAMEJB
  • 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 -4.25%
max. return 10.76%
max. return p.a. 12.83%
Distance to strike (%) -11.93%
Distance to barrier +33.96%
Delta INTC=0.286,​MMM=0.236
multiple Underlyings Yes
Observation days to maturity 307
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 96.30
Daily low (bid) 95.60
52 Week high (bid) 100.75
52 Week low (bid) 90.50
Alltime high (bid) 100.75
Alltime low (bid) 90.50
Worst performing underlying Intel Corp
Performance of the underlying since issue -10.66%
Initial fixing date 26/04/2019
Issue date 26/04/2019
Maturity date 27/04/2020
Redemption date 04/05/2020
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying 3M Co
Intel Corp
Issue price 100.00
Currency USD
Listing Yes
COSI No
Coupon p.a. 7.75%
Next coupon payment 05/08/2019
Strike 100%
Barrier (%) 59.00%
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)

3M Co

  • Ticker SymbolMMM UN
  • Valor1405105
  • ISINUS88579Y1010

172.09 USD

Intel Corp

  • Ticker SymbolINTC UW
  • Valor941595
  • ISINUS4581401001

46.86 USD

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