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8.00% p.a. JB Callable Multi Barrier Reverse Convertible (70%) on Lonza Group AG, Schindler Holding AG

  • Valor 48852668
  • ISIN CH0488526689
  • Symbol MCYAJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles








as of:
Performance since issue -1.25%
max. return 8.12%
max. return p.a. 8.97%
Distance to strike (%) -1.58%
Distance to barrier +28.89%
Delta LONN=0.265,​SCHP=0.159
multiple Underlyings Yes
days to maturity 332
SSPA VaR* n.a.
SSPA RiskRating* n.a.

*All statements without guarantee.

Daily high (bid) 98.95
Daily low (bid) 98.70
52 Week high (bid) 100.25
52 Week low (bid) 96.90
Alltime high (bid) 100.25
Alltime low (bid) 96.90
Worst performing underlying Lonza Group Ltd
Performance of the underlying since issue -1.55%
Initial fixing date 12/09/2019
Issue date 12/09/2019
Maturity date 14/09/2020
Redemption date 21/09/2020
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Schindler Holding Ltd
Lonza Group Ltd
Issue price 100.00
Currency CHF
Listing Yes
Coupon p.a. 8.00%
Next coupon payment 19/12/2019
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)

Schindler Holding Ltd

  • Ticker SymbolSCHP SW
  • Valor2463819
  • ISINCH0024638196

224.30 CHF

Lonza Group Ltd

  • Ticker SymbolLONN SW
  • Valor1384101
  • ISINCH0013841017

336.50 CHF

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