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10.75% p.a. JB Callable Barrier Reverse Convertible (65%) on Ascom

  • Valor 49325951
  • ISIN CH0493259516
  • Symbol SAEJJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles

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as of:
Performance since issue -2.65%
max. return 15.29%
max. return p.a. 12.98%
Distance to strike (%) -6.97%
Distance to barrier +30.47%
Delta ASCN=0.374
multiple Underlyings No
days to maturity 431
SSPA VaR* 2.16%
SSPA RiskRating*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 97.80
Daily low (bid) 97.05
52 Week high (bid) 100.00
52 Week low (bid) 96.30
Alltime high (bid) 100.00
Alltime low (bid) 96.30
Worst performing underlying Ascom Holding Ltd
Performance of the underlying since issue -6.52%
Initial fixing date 20/08/2019
Issue date 20/08/2019
Maturity date 20/11/2020
Redemption date 27/11/2020
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Ascom Holding Ltd
Issue price 100.00
Currency CHF
Listing Yes
COSI No
Coupon p.a. 10.75%
Next coupon payment 27/11/2019
Strike 10.74
Barrier (%) 65.00%
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)

Ascom Holding Ltd

  • Ticker SymbolASCN SW
  • Valor1133920
  • ISINCH0011339204

10.08 CHF

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