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10.50% p.a. JB Autocallable Multi Barrier Reverse Convertible (65%) on Daimler, BMW, Renault

  • Valor 47566529
  • ISIN CH0475665292
  • Symbol MCOKJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles








as of:
Barrier hit event occurred on 18/02/2020.
Performance since issue -40.70%
max. return 71.81%
max. return p.a. 290.47%
Distance to strike (%) -69.48%
Distance to barrier Barrier touched on: 18/02/2020
Delta BMW=0.0,​DAI=0.005,​RNO=0.614
multiple Underlyings Yes
days to maturity 89
SSPA VaR* n.a.
Summary Risk Indicator (SRI)* n.a.

*All statements without guarantee.

Daily high (bid) 59.65
Daily low (bid) 56.95
52 Week high (bid) 102.40
52 Week low (bid) 56.95
Alltime high (bid) 102.40
Alltime low (bid) 56.95
Worst performing underlying Renault SA
Performance of the underlying since issue -40.99%
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 Daimler AG
Renault SA
Bayerische Motoren Werke AG
Issue price 100.00
Currency EUR
Listing Yes
Coupon p.a. 10.50%
Next coupon payment 02/03/2020
Strike 100%
Barrier (%) 65.00%
Barrier observation continuous
Quanto No
Payment Scenario Barrier Reverse Convertibles
market expectation
  • 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)

Daimler AG

  • Ticker SymbolDAI GY
  • Valor945657
  • ISINDE0007100000

40.04 EUR

Renault SA

  • Ticker SymbolRNO FP
  • Valor293557
  • ISINFR0000131906

29.47 EUR

Bayerische Motoren Werke AG

  • Ticker SymbolBMW GY
  • Valor324410
  • ISINDE0005190003

61.88 EUR

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