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5.00% p.a. JB Multi Reverse Convertible on Citigroup, JPMorgan Chase, Wells Fargo

  • Valor 47566534
  • ISIN CH0475665342
  • Symbol MCOPJB
  • SVSP Category Yield enhancement
  • SVSP Type Reverse Convertibles








as of:
Performance since issue -0.05%
max. return 0.06%
max. return p.a. 0.69%
Distance to strike (%) 23.88%
Delta C=0.005,​JPM=0.0,​WFC=0.001
multiple Underlyings Yes
days to maturity 34
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 99.95
Daily low (bid) 99.95
52 Week high (bid) 100.15
52 Week low (bid) 97.00
Alltime high (bid) 100.15
Alltime low (bid) 97.00
Performance of the underlying since issue 31.38%
Initial fixing date 21/05/2019
Issue date 21/05/2019
Maturity date 21/11/2019
Redemption date 29/11/2019
Callability No
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying JPMorgan Chase & Co
Citigroup Inc
Wells Fargo & Co
Issue price 100.00
Currency USD
Listing Yes
Coupon p.a. 5.00%
Next coupon payment 29/11/2019
Strike 80%
Quanto No
Payment Scenario Reverse Convertibles
market expectation
  • Underlying moving sideways or slightly rising
  • Falling volatility
  • Should the underlying close below the strike on expiry, the underlying and/or a cash amount is redeemed
  • Should the underlying close above the strike at expiry, the nominal plus the coupon is being paid at redemption
  • The coupon is paid regardless of the performance of the underlying
  • Reduced risk compared to a direct investment into the underlying
  • With higher risk levels, multiple underlyings (“Worst-of”) allow for higher coupons
  • Limited profit opportunity (cap)

JPMorgan Chase & Co

  • Ticker SymbolJPM UN
  • Valor1161460
  • ISINUS46625H1005

120.39 USD

Citigroup Inc

  • Ticker SymbolC UN
  • Valor12915350
  • ISINUS1729674242

69.61 USD

Wells Fargo & Co

  • Ticker SymbolWFC UN
  • Valor966021
  • ISINUS9497461015

49.61 USD

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