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9.50% p.a. JB Callable Multi Barrier Reverse Convertible (65%) on Richemont , Swatch, Adecco Group

  • Valor 47102472
  • ISIN CH0471024726
  • Symbol MCNGJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles








as of:
Performance since issue 0.20%
max. return 10.23%
max. return p.a. 8.94%
Distance to strike (%) -2.53%
Distance to barrier +33.35%
Delta ADEN=0.169,​CFR=0.04,​UHR=0.261
multiple Underlyings Yes
Observation days to maturity 419
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 100.30
Daily low (bid) 99.60
52 Week high (bid) 101.40
52 Week low (bid) 94.65
Alltime high (bid) 101.40
Alltime low (bid) 94.65
Worst performing underlying SWATCH GROUP-BR
Performance of the underlying since issue -2.47%
Initial fixing date 16/05/2019
Issue date 16/05/2019
Maturity date 17/08/2020
Redemption date 24/08/2020
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Adecco Group Inc
Cie Financiere Richemont SA
Issue price 100.00
Currency CHF
Listing Yes
Coupon p.a. 9.50%
Next coupon payment 23/08/2019
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 SymbolUHR SW
  • Valor1225515
  • ISINCH0012255151

272.30 CHF

Adecco Group Inc

  • Ticker SymbolADEN SW
  • Valor1213860
  • ISINCH0012138605

58.28 CHF

Cie Financiere Richemont SA

  • Ticker SymbolCFR SW
  • Valor21048333
  • ISINCH0210483332

82.34 CHF

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