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3.35% p.a. JB Barrier Reverse Convertible (77.5%) on Barry Callebaut AG

  • Valor 49913203
  • ISIN CH0499132030
  • Symbol SAVVJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles

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as of:
Performance since issue -0.20%
max. return 2.90%
max. return p.a. 3.07%
Distance to strike (%) 2.66%
Distance to barrier +24.56%
Delta 0.0
multiple Underlyings No
days to maturity 346
SSPA VaR* 14.43%
Summary Risk Indicator (SRI)*
0 1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 99.90
Daily low (bid) 99.50
52 Week high (bid) 100.35
52 Week low (bid) 98.15
Alltime high (bid) 100.35
Alltime low (bid) 98.15
Worst performing underlying Barry Callebaut Ltd
Performance of the underlying since issue 2.74%
Initial fixing date 19/11/2019
Issue date 19/11/2019
Maturity date 19/11/2020
Redemption date 26/11/2020
Callability No
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Barry Callebaut Ltd
Issue price 100.00
Currency CHF
Listing Yes
COSI No
Coupon p.a. 3.35%
Next coupon payment 26/05/2020
Strike 1974
Barrier (%) 77.50%
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)

Barry Callebaut Ltd

  • Ticker SymbolBARN SE
  • Valor900296
  • ISINCH0009002962

2028.00 CHF

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