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JB Multi Barrier Reverse Convertible (70%) with Participation on Swiss Re, AXA

  • Valor 47102481
  • ISIN CH0471024817
  • Symbol MCNPJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles

Bid

%

Volumen:

Ask

%

Volumen:

Price

as of:
Performance since issue n.a.
max. return n.a.
max. return p.a. n.a.
Distance to strike (%) 4.18%
Distance to barrier n.a.
Delta CS=0.837,​SREN=0.639
multiple Underlyings Yes
Observation days to maturity 419
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) n.a.
Daily low (bid) n.a.
52 Week high (bid) n.a.
52 Week low (bid) n.a.
Alltime high (bid) n.a.
Alltime low (bid) n.a.
Worst performing underlying AXA SA
Performance of the underlying since issue 4.37%
Initial fixing date 10/05/2019
Issue date 17/05/2019
Maturity date 06/08/2020
Redemption date 17/08/2020
Callability No
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Swiss Re Ltd
AXA SA
Issue price 100.00
Currency EUR
Listing Yes
COSI No
Coupon p.a. 0.00%
Next coupon payment 18/11/2019
Strike
Barrier (%) n.a.
Barrier observation n.a.
Quanto Yes
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)

Swiss Re Ltd

  • Ticker SymbolSREN SE
  • Valor12688156
  • ISINCH0126881561

99.40 CHF

AXA SA

  • Ticker SymbolCS FP
  • Valor486352
  • ISINFR0000120628

23.07 EUR

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