Skip to Content Julius Bär

7.70% p.a. JB Callable Multi Barrier Reverse Convertible (60%) on Starbucks, McDonalds, Coca-Cola

  • Valor 47839628
  • ISIN CH0478396283
  • Symbol MCRBJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles

Bid

%

Volumen:

Ask

%

Volumen:

Price

as of:
Performance since issue 0.40%
max. return 8.60%
max. return p.a. 6.99%
Distance to strike (%) 0.46%
Distance to barrier +40.28%
Delta KO=0.094,​MCD=0.117,​SBUX=0.171
multiple Underlyings Yes
Observation days to maturity 451
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 100.45
Daily low (bid) 100.15
52 Week high (bid) 101.00
52 Week low (bid) 100.05
Alltime high (bid) 101.00
Alltime low (bid) 100.05
Worst performing underlying McDonalds Corp
Performance of the underlying since issue 0.46%
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 Starbucks Corp
The Coca-Cola Co
McDonalds Corp
Issue price 100.00
Currency USD
Listing Yes
COSI No
Coupon p.a. 7.70%
Next coupon payment 25/09/2019
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)

Starbucks Corp

  • Ticker SymbolSBUX UW
  • Valor973403
  • ISINUS8552441094

84.41 USD

The Coca-Cola Co

  • Ticker SymbolKO UN
  • Valor919390
  • ISINUS1912161007

51.98 USD

McDonalds Corp

  • Ticker SymbolMCD UN
  • Valor950605
  • ISINUS5801351017

205.55 USD

Back to top