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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

Bid

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Ask

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Price

as of:
Performance since issue n.a.
max. return 11.71%
max. return p.a. 12.74%
Distance to strike (%) n.a.
Distance to barrier n.a.
Delta ADEN=0.182,​CFR=0.058,​UHR=0.194
multiple Underlyings Yes
days to maturity 336
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 97.50
Daily low (bid) 96.95
52 Week high (bid) 101.40
52 Week low (bid) 92.10
Alltime high (bid) 101.40
Alltime low (bid) 92.10
Worst performing underlying n.a.
Performance of the underlying since issue n.a.
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
Underlying The Swatch Group Ltd
Adecco Group Inc
Compagnie Financière Richemont SA
Issue price 100.00
Currency CHF
Listing Yes
COSI No
Coupon p.a. 9.50%
Next coupon payment 25/11/2019
Strike 100%
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)

The Swatch Group Ltd

  • Ticker SymbolUHR SE
  • Valor1225515
  • ISINCH0012255151

CHF

Adecco Group Inc

  • Ticker SymbolADEN SW
  • Valor1213860
  • ISINCH0012138605

CHF

Compagnie Financière Richemont SA

  • Ticker SymbolCFR SW
  • Valor21048333
  • ISINCH0210483332

CHF

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