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11.45% p.a. JB Callable Multi Barrier Reverse Convertible (65%) on Facebook Inc, Alphabet Inc - Class A, Microsoft

  • Valor 47566522
  • ISIN CH0475665227
  • Symbol MCODJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles

Bid

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as of:
Performance since issue -1.60%
max. return 9.31%
max. return p.a. 13.25%
Distance to strike (%) 3.29%
Distance to barrier +37.14%
Delta FB=0.156,​GOOGL=0.046,​MSFT=0.067
multiple Underlyings Yes
days to maturity 256
SSPA VaR* 28.95%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 98.50
Daily low (bid) 98.20
52 Week high (bid) 100.05
52 Week low (bid) 93.75
Alltime high (bid) 100.05
Alltime low (bid) 93.75
Worst performing underlying Facebook Inc
Performance of the underlying since issue 3.40%
Initial fixing date 23/05/2019
Issue date 23/05/2019
Maturity date 26/05/2020
Redemption date 02/06/2020
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Microsoft Corp
Alphabet Inc
Facebook Inc
Issue price 100.00
Currency USD
Listing Yes
COSI No
Coupon p.a. 11.45%
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)

Microsoft Corp

  • Ticker SymbolMSFT UW
  • Valor951692
  • ISINUS5949181045

137.21 USD

Alphabet Inc

  • Ticker SymbolGOOGL UW
  • Valor29798540
  • ISINUS02079K3059

1239.90 USD

Facebook Inc

  • Ticker SymbolFB UW
  • Valor14917609
  • ISINUS30303M1027

186.97 USD

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