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8.90% p.a. JB Callable Multi Barrier Reverse Convertible (65%) on Fielmann AG, LVMH, Adidas AG

  • Valor 47102474
  • ISIN CH0471024742
  • Symbol MCNIJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles








as of:
Performance since issue -1.35%
max. return 9.26%
max. return p.a. 9.98%
Distance to strike (%) 6.08%
Distance to barrier +38.95%
Delta ADS=0.123,​FIE=0.077,​MC=0.109
multiple Underlyings Yes
days to maturity 339
SSPA VaR* 18.07%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 98.65
Daily low (bid) 98.35
52 Week high (bid) 101.55
52 Week low (bid) 94.55
Alltime high (bid) 101.55
Alltime low (bid) 94.55
Worst performing underlying Fielmann AG
Performance of the underlying since issue 6.47%
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
Underlying Fielmann AG
LVMH Moet Hennessy Louis Vuitton SA
Adidas AG
Issue price 100.00
Currency EUR
Listing Yes
Coupon p.a. 8.90%
Next coupon payment 25/11/2019
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)

Fielmann AG

  • Ticker SymbolFIE GY
  • Valor280923
  • ISINDE0005772206

66.50 EUR

LVMH Moet Hennessy Louis Vuitton SA

  • Ticker SymbolMC FP
  • Valor507170
  • ISINFR0000121014

383.35 EUR

Adidas AG

  • Ticker SymbolADS GY
  • Valor11730015

141.95 EUR

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