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12.00% p.a. JB Callable Multi Barrier Reverse Convertible (60%) on Charles Schwab Corp, Wells Fargo, Citigroup

  • Valor 47566523
  • ISIN CH0475665235
  • Symbol MCOEJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles

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as of:
Performance since issue -2.80%
max. return 13.78%
max. return p.a. 15.18%
Distance to strike (%) -11.09%
Distance to barrier +33.35%
Delta C=0.082,​SCHW=0.267,​WFC=0.099
multiple Underlyings Yes
Observation days to maturity 332
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 97.30
Daily low (bid) 96.45
52 Week high (bid) 100.55
52 Week low (bid) 96.45
Alltime high (bid) 100.55
Alltime low (bid) 96.45
Worst performing underlying Charles Schwab Corp
Performance of the underlying since issue -9.98%
Initial fixing date 22/05/2019
Issue date 22/05/2019
Maturity date 22/05/2020
Redemption date 02/06/2020
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Charles Schwab Corp
Citigroup Inc
Wells Fargo & Co
Issue price 100.00
Currency USD
Listing Yes
COSI No
Coupon p.a. 12.00%
Next coupon payment 03/09/2019
Strike 100%
Barrier (%) 60.00%
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)

Charles Schwab Corp

  • Ticker SymbolSCHW US
  • Valor968789
  • ISINUS8085131055

39.23 USD

Citigroup Inc

  • Ticker SymbolC UN
  • Valor12915350
  • ISINUS1729674242

66.52 USD

Wells Fargo & Co

  • Ticker SymbolWFC UN
  • Valor966021
  • ISINUS9497461015

46.15 USD

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