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4.80% p.a. JB Callable Barrier Reverse Convertible (85%) on Flughafen Zurich AG

  • Valor 48631976
  • ISIN CH0486319764
  • Symbol SAQGJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles








as of:
Barrier hit event occurred on 27/02/2020.
Performance since issue -28.65%
max. return 41.13%
max. return p.a. 180.55%
Distance to strike (%) -41.59%
Distance to barrier Barrier touched on: 27/02/2020
Delta FHZN=0.755
multiple Underlyings No
days to maturity 83
Summary Risk Indicator (SRI)*
1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 73.00
Daily low (bid) 70.55
52 Week high (bid) 100.85
52 Week low (bid) 54.90
Alltime high (bid) 100.85
Alltime low (bid) 54.90
Worst performing underlying Flughafen Zuerich AG
Performance of the underlying since issue -29.37%
Initial fixing date 17/09/2019
Issue date 17/09/2019
Next coupon payment 28/12/2020
Maturity date 17/12/2020
Redemption date 28/12/2020
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Flughafen Zuerich AG
Issue price 100.00
Currency CHF
Listing Yes
Coupon p.a. 4.80%
Strike 177.7
Barrier (%) 85.00%
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)

Flughafen Zuerich AG

  • Ticker SymbolFHZN SW
  • Valor31941693
  • ISINCH0319416936

125.50 CHF

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