Skip to Content
German
English

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
  • SVSP Code 1230

Bid

%

Volumen:

Ask

%

Volumen:

Price

as of:
The product was early redeemed on 18/12/2019.
Delta KO=0.007,​MCD=0.001,​SBUX=-0.0
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 Starbucks Corp
The Coca-Cola Co
McDonalds Corp
Issue price 100.00
Currency USD
Listing Yes
COSI No
Coupon p.a. 7.70%
Strike 100%
Barrier (%) 60.00%
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)

Starbucks Corp

  • Ticker SymbolSBUX UW
  • Valor973403
  • ISINUS8552441094

87.91 USD

The Coca-Cola Co

  • Ticker SymbolKO UN
  • Valor919390
  • ISINUS1912161007

60.50 USD

McDonalds Corp

  • Ticker SymbolMCD UN
  • Valor950605
  • ISINUS5801351017

276.17 USD

Back to top