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8.40% p.a. JB Callable Multi Barrier Reverse Convertible (65%) on ABB , Julius Baer, Clariant

  • Valor 47102459
  • ISIN CH0471024593
  • Symbol MCMTJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles








as of:
Performance since issue -3.25%
max. return 10.75%
max. return p.a. 11.83%
Distance to strike (%) -1.33%
Distance to barrier +34.13%
Delta ABBN=0.075,​BAER=0.261,​CLN=0.09
multiple Underlyings Yes
days to maturity 332
SSPA VaR* 15.35%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 96.75
Daily low (bid) 95.85
52 Week high (bid) 100.25
52 Week low (bid) 84.60
Alltime high (bid) 100.25
Alltime low (bid) 84.60
Worst performing underlying Julius Baer Group Ltd
Performance of the underlying since issue -1.32%
Initial fixing date 09/05/2019
Issue date 09/05/2019
Maturity date 10/08/2020
Redemption date 17/08/2020
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying ABB Ltd
Clariant Ltd
Julius Baer Group Ltd
Issue price 100.00
Currency CHF
Listing Yes
Coupon p.a. 8.40%
Next coupon payment 18/11/2019
Strike 100%
Barrier (%) 65.00%
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)


  • Ticker SymbolABBN SW
  • Valor1222171
  • ISINCH0012221716

20.25 CHF

Clariant Ltd

  • Ticker SymbolCLN SE
  • Valor1214263
  • ISINCH0012142631

20.59 CHF

Julius Baer Group Ltd

  • Ticker SymbolBAER SW
  • Valor10248496
  • ISINCH0102484968

45.02 CHF

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