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6.65% p.a. JB Callable Barrier Reverse Convertible (67.5%) on Komax Holding AG

  • Valor 48631977
  • ISIN CH0486319772
  • Symbol SAQHJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles








as of:
The product was early redeemed on 17/12/2019.
Performance since issue n.a.
max. return 5.92%
max. return p.a. 5.92%
Distance to strike (%) 15.17%
Distance to barrier +42.74%
Delta KOMN=-0.008
multiple Underlyings No
days to maturity 366
Summary Risk Indicator (SRI)*
1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) n.a.
Daily low (bid) n.a.
52 Week high (bid) n.a.
52 Week low (bid) n.a.
Alltime high (bid) n.a.
Alltime low (bid) n.a.
Worst performing underlying n.a.
Performance of the underlying since issue n.a.
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 Komax Holding Ltd
Issue price 100.00
Currency CHF
Listing Yes
Coupon p.a. 6.65%
Strike 205.8
Barrier (%) 67.50%
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)

Komax Holding Ltd

  • Ticker SymbolKOMN SW
  • Valor1070215
  • ISINCH0010702154

154.10 CHF

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