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8.60% p.a. JB Barrier Reverse Convertible (70%) on Barrick Gold Corp

  • Valor 47262460
  • ISIN CH0472624607
  • Symbol FBDXJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles

Bid

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Volumen:

Ask

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Price

as of:
Performance since issue n.a.
max. return 1.71%
max. return p.a. 2.98%
Distance to strike (%) 27.96%
Distance to barrier +49.57%
Delta 0.005
multiple Underlyings No
days to maturity 209
SSPA VaR* 14.52%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 103.00
Daily low (bid) 102.70
52 Week high (bid) 103.90
52 Week low (bid) 98.55
Alltime high (bid) 103.90
Alltime low (bid) 98.55
Worst performing underlying n.a.
Performance of the underlying since issue n.a.
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 Barrick Gold Corp
Issue price 100.00
Currency USD
Listing Yes
COSI No
Coupon p.a. 8.60%
Next coupon payment 02/12/2019
Strike 11.96
Barrier (%) 70.00%
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)

Barrick Gold Corp

  • Ticker SymbolGOLD UN
  • Valor337680
  • ISINCA0679011084

16.60 USD

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