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10.25% p.a. JB Barrier Reverse Convertible (60%) on Autoneum Holding AG

  • Valor 49325949
  • ISIN CH0493259490
  • Symbol SAEDJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles








as of:
Performance since issue 1.20%
max. return 7.68%
max. return p.a. 8.35%
Distance to strike (%) 15.78%
Distance to barrier +49.47%
Delta 0.003
multiple Underlyings No
days to maturity 336
SSPA VaR* 32.93%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 101.70
Daily low (bid) 101.00
52 Week high (bid) 104.00
52 Week low (bid) 94.00
Alltime high (bid) 104.00
Alltime low (bid) 94.00
Worst performing underlying Autoneum Holding AG
Performance of the underlying since issue 18.74%
Initial fixing date 20/08/2019
Issue date 20/08/2019
Maturity date 20/08/2020
Redemption date 27/08/2020
Callability No
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Autoneum Holding AG
Issue price 100.00
Currency CHF
Listing Yes
Coupon p.a. 10.25%
Next coupon payment 27/02/2020
Strike 99.8
Barrier (%) 60.00%
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)

Autoneum Holding AG

  • Ticker SymbolAUTN SW
  • Valor12748036
  • ISINCH0127480363

118.50 CHF

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