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6.05% p.a. JB Barrier Reverse Convertible (75%) on BASF SE

  • Valor 48852496
  • ISIN CH0488524965
  • Symbol FBHJJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles








as of:
Barrier hit event occurred on 09/03/2020.
Performance since issue -14.10%
max. return 17.79%
max. return p.a. 64.70%
Distance to strike (%) -12.15%
Distance to barrier Barrier touched on: 09/03/2020
Delta 0.013
multiple Underlyings No
days to maturity 101
Summary Risk Indicator (SRI)*
1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 86.80
Daily low (bid) 82.35
52 Week high (bid) 102.00
52 Week low (bid) 57.15
Alltime high (bid) 102.00
Alltime low (bid) 57.15
Worst performing underlying BASF SE
Performance of the underlying since issue -10.84%
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 BASF SE
Issue price 100.00
Currency EUR
Listing Yes
Coupon p.a. 6.05%
Next coupon payment 21/09/2020
Strike 64.41
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)


  • Ticker SymbolBAS GY
  • Valor11450563
  • ISINDE000BASF111

57.46 EUR

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