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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








as of:
Performance since issue -26.70%
max. return n.a.
max. return p.a. n.a.
Distance to strike (%) -29.82%
Distance to barrier n.a.
Delta CS=0.433,​SREN=0.472
multiple Underlyings Yes
days to maturity 69
Summary Risk Indicator (SRI)* n.a.

*All statements without guarantee.

Daily high (bid) 73.65
Daily low (bid) 68.95
52 Week high (bid) 82.30
52 Week low (bid) 41.75
Alltime high (bid) 82.30
Alltime low (bid) 41.75
Worst performing underlying Swiss Re Ltd
Performance of the underlying since issue -22.97%
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
Issue price 100.00
Currency EUR
Listing Yes
Coupon p.a. 0.00%
Next coupon payment 17/08/2020
Barrier (%) n.a.
Barrier observation n.a.
Quanto Yes
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)

Swiss Re Ltd

  • Ticker SymbolSREN SW
  • Valor12688156
  • ISINCH0126881561

69.88 CHF


  • Ticker SymbolCS FP
  • Valor486352
  • ISINFR0000120628

17.32 EUR

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