Skip to Content
German
English

10.60% p.a. JB Callable Multi Barrier Reverse Convertible (65%) on Kering, LVMH, Adidas AG

  • Valor 47839625
  • ISIN CH0478396259
  • Symbol MCQYJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles
  • SVSP Code 1230

Bid

%

Volumen:

Ask

%

Volumen:

Price

as of:
The product was early redeemed on 18/12/2019.
Delta ADS=0.032,​KER=0.025,​MC=0.025
multiple Underlyings Yes
days to maturity 274

*All statements without guarantee.

Initial fixing date 18/06/2019
Issue date 18/06/2019
Maturity date 18/09/2020
Redemption date 25/09/2020
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Kering
LVMH Moet Hennessy Louis Vuitton SA
Adidas AG
Issue price 100.00
Currency EUR
Listing Yes
COSI No
Coupon p.a. 10.60%
Strike 100%
Barrier (%) 65.00%
Barrier observation continuous
Quanto No
Trigger Step-Down 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)

Kering

  • Ticker SymbolKER FP
  • Valor21591
  • ISINFR0000121485

337.33 EUR

LVMH Moet Hennessy Louis Vuitton SA

  • Ticker SymbolMC FP
  • Valor507170
  • ISINFR0000121014

792.20 EUR

Adidas AG

  • Ticker SymbolADS GY
  • Valor11730015
  • ISINDE000A1EWWW0

230.90 EUR

Back to top