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7.00% p.a. JB Autocallable Multi Reverse Convertible on PayPal Holdings Inc, Mastercard, Visa Inc

  • Valor 47102468
  • ISIN CH0471024684
  • Symbol MCNCJB
  • SVSP Category Yield enhancement
  • SVSP Type Reverse Convertibles

Bid

%

Volumen:

Ask

%

Volumen:

Price

as of:
Performance since issue -1.15%
max. return 1.07%
max. return p.a. 1.94%
Distance to strike (%) 14.19%
Delta MA=0.016,​PYPL=0.155,​V=0.02
multiple Underlyings Yes
days to maturity 201
SSPA VaR* 3.17%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 98.85
Daily low (bid) 98.85
52 Week high (bid) 100.55
52 Week low (bid) 96.65
Alltime high (bid) 100.55
Alltime low (bid) 96.65
Performance of the underlying since issue 16.54%
Initial fixing date 06/05/2019
Issue date 06/05/2019
Maturity date 06/05/2020
Redemption date 13/05/2020
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Mastercard Inc
PayPal Holdings Inc
Visa Inc
Issue price 100.00
Currency USD
Listing Yes
COSI No
Coupon p.a. 7.00%
Next coupon payment 13/11/2019
Strike 80%
Quanto No
Payment Scenario Reverse Convertibles
market expectation
characteristics
  • Underlying moving sideways or slightly rising
  • Falling volatility
  • Should the underlying close below the strike on expiry, the underlying and/or a cash amount is redeemed
  • Should the underlying close above the strike at expiry, the nominal plus the coupon is being paid at redemption
  • The coupon is paid regardless of the performance of the underlying
  • Reduced risk compared to a direct investment into the underlying
  • With higher risk levels, multiple underlyings (“Worst-of”) allow for higher coupons
  • Limited profit opportunity (cap)

Mastercard Inc

  • Ticker SymbolMA UN
  • Valor2282206
  • ISINUS57636Q1040

276.50 USD

PayPal Holdings Inc

  • Ticker SymbolPYPL UW
  • Valor28467085
  • ISINUS70450Y1038

103.68 USD

Visa Inc

  • Ticker SymbolV UN
  • Valor3826452
  • ISINUS92826C8394

177.93 USD

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