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8.35% p.a. JB Autocallable Multi Barrier Reverse Convertible (65%) on Sika AG, Alcon Inc, Adecco Group

  • Valor 47566525
  • ISIN CH0475665250
  • Symbol MCOGJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles

Bid

%

Volumen:

Ask

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Volumen:

Price

as of:
Performance since issue n.a.
max. return 0.73%
max. return p.a. 1.24%
Distance to strike (%) n.a.
Distance to barrier n.a.
Delta ADEN=0.127,​ALC=-0.018,​SIKA=0.082
multiple Underlyings Yes
days to maturity 216
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 99.90
Daily low (bid) 99.55
52 Week high (bid) 100.45
52 Week low (bid) 93.45
Alltime high (bid) 100.45
Alltime low (bid) 93.45
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 25/05/2020
Redemption date 02/06/2020
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Sika Ltd
Adecco Group Inc
Alcon Inc
Issue price 100.00
Currency CHF
Listing Yes
COSI No
Coupon p.a. 8.35%
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)

Sika Ltd

  • Ticker SymbolSIKA SW
  • Valor41879292
  • ISINCH0418792922

142.40 CHF

Adecco Group Inc

  • Ticker SymbolADEN SW
  • Valor1213860
  • ISINCH0012138605

CHF

Alcon Inc

  • Ticker SymbolALC SW
  • Valor43249246
  • ISINCH0432492467

CHF

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