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8.40% p.a. JB Barrier Reverse Convertible (75%) on Apple Inc

  • Valor 47262451
  • ISIN CH0472624516
  • Symbol FBDOJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles

Bid

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Price

as of:
Performance since issue 2.05%
max. return 5.02%
max. return p.a. 5.58%
Distance to strike (%) 9.76%
Distance to barrier +32.32%
Delta 0.001
multiple Underlyings No
Observation days to maturity 329
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 102.15
Daily low (bid) 101.90
52 Week high (bid) 102.30
52 Week low (bid) 97.90
Alltime high (bid) 102.30
Alltime low (bid) 97.90
Worst performing underlying Apple Inc
Performance of the underlying since issue 10.81%
Initial fixing date 23/05/2019
Issue date 23/05/2019
Maturity date 18/05/2020
Redemption date 26/05/2020
Callability No
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Apple Inc
Issue price 100.00
Currency USD
Listing Yes
COSI No
Coupon p.a. 8.40%
Next coupon payment 02/12/2019
Strike 179.66
Barrier (%) 75.00%
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)

Apple Inc

  • Ticker SymbolAAPL US
  • Valor908440
  • ISINUS0378331005

198.77 USD

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