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5.00% p.a. JB Callable Multi Barrier Reverse Convertible (65%) on Georg Fischer AG, Nestlé, Roche

  • Valor 47566521
  • ISIN CH0475665219
  • Symbol MCOCJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles

Bid

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Volumen:

Ask

%

Volumen:

Price

as of:
Performance since issue n.a.
max. return n.a.
max. return p.a. n.a.
Distance to strike (%) n.a.
Distance to barrier n.a.
Delta n.a.
multiple Underlyings Yes
days to maturity 369
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 n.a.
Performance of the underlying since issue n.a.
Initial fixing date 23/05/2019
Issue date 31/05/2019
Maturity date 26/05/2020
Redemption date 02/06/2020
Callability Yes
Issuer Bank Julius Baer & Co Ltd, Guernsey
Underlying Nestlé Ltd
Georg Fischer Ltd
Roche Holding Ltd
Issue price 100.00
Currency CHF
Listing Yes
COSI No
Coupon p.a. 5.00%
Next coupon payment 02/12/2019
Strike 100%
Barrier (%) 65.00%
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)

Nestlé Ltd

  • Ticker SymbolNESN SE
  • Valor3886335
  • ISINCH0038863350

CHF

Georg Fischer Ltd

  • Ticker SymbolFI/N SW
  • Valor175230
  • ISINCH0001752309

930.00 CHF

Roche Holding Ltd

  • Ticker SymbolROG SE
  • Valor1203204
  • ISINCH0012032048

CHF

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