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5.20% p.a. JB Callable Multi Barrier Reverse Convertible (70%) on Helvetia, Swiss Life Holding, Nestlé

  • Valor 48852637
  • ISIN CH0488526374
  • Symbol MCWVJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles








as of:
Performance since issue -0.10%
max. return 4.59%
max. return p.a. 4.79%
Distance to strike (%) -2.84%
Distance to barrier +28.01%
Delta HELN=0.068,​NESN=0.196,​SLHN=0.132
multiple Underlyings Yes
days to maturity 350
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 100.50
Daily low (bid) 99.85
52 Week high (bid) 100.60
52 Week low (bid) 99.65
Alltime high (bid) 100.60
Alltime low (bid) 99.65
Worst performing underlying Nestlé Ltd
Performance of the underlying since issue -2.76%
Initial fixing date 28/08/2019
Issue date 28/08/2019
Maturity date 28/08/2020
Redemption date 04/09/2020
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Helvetia Holding Ltd
Nestlé Ltd
Swiss Life Holding Ltd
Issue price 100.00
Currency CHF
Listing Yes
Coupon p.a. 5.20%
Next coupon payment 04/10/2019
Strike 100%
Barrier (%) 70.00%
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)

Helvetia Holding Ltd

  • Ticker SymbolHELN SW
  • Valor46664220
  • ISINCH0466642201

137.20 CHF

Nestlé Ltd

  • Ticker SymbolNESN SW
  • Valor3886335
  • ISINCH0038863350

107.68 CHF

Swiss Life Holding Ltd

  • Ticker SymbolSLHN SE
  • Valor1485278
  • ISINCH0014852781

491.00 CHF

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