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8.00% p.a. JB Barrier Reverse Convertible (50%) on Halliburton Co

  • Valor 48852490
  • ISIN CH0488524908
  • Symbol FBHDJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles

Bid

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Price

as of:
Performance since issue n.a.
max. return 10.26%
max. return p.a. 11.29%
Distance to strike (%) -6.58%
Distance to barrier +46.71%
Delta 0.02
multiple Underlyings No
days to maturity 333
SSPA VaR* 16.13%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 97.60
Daily low (bid) 96.65
52 Week high (bid) 102.40
52 Week low (bid) 94.90
Alltime high (bid) 102.40
Alltime low (bid) 94.90
Worst performing underlying n.a.
Performance of the underlying since issue n.a.
Initial fixing date 12/09/2019
Issue date 12/09/2019
Maturity date 14/09/2020
Redemption date 21/09/2020
Callability No
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Halliburton Co
Issue price 100.00
Currency USD
Listing Yes
COSI No
Coupon p.a. 8.00%
Next coupon payment 19/03/2020
Strike 19.75
Barrier (%) 50.00%
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)

Halliburton Co

  • Ticker SymbolHAL UN
  • Valor937414
  • ISINUS4062161017

18.51 USD

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