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5.90% p.a. JB Barrier Reverse Convertible (75%) on Adecco Group AG

  • Valor 48631979
  • ISIN CH0486319798
  • Symbol SARGJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles








as of:
Barrier hit event occurred on 12/03/2020.
Performance since issue -15.80%
max. return 19.83%
max. return p.a. 88.14%
Distance to strike (%) -19.33%
Distance to barrier Barrier touched on: 12/03/2020
Delta 0.016
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) 84.20
Daily low (bid) 83.25
52 Week high (bid) 102.40
52 Week low (bid) 55.95
Alltime high (bid) 102.40
Alltime low (bid) 55.95
Worst performing underlying Adecco Group Inc
Performance of the underlying since issue -16.20%
Initial fixing date 24/09/2019
Issue date 24/09/2019
Maturity date 24/09/2020
Redemption date 01/10/2020
Callability No
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Adecco Group Inc
Issue price 100.00
Currency CHF
Listing Yes
Coupon p.a. 5.90%
Next coupon payment 01/10/2020
Strike 54.58
Barrier (%) 75.00%
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)

Adecco Group Inc

  • Ticker SymbolADEN SW
  • Valor1213860
  • ISINCH0012138605

45.17 CHF

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