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10.50% p.a. JB Callable Multi Barrier Reverse Convertible (65%) on Alphabet Inc, Oracle Corp, Microsoft Corp

  • Valor 49913418
  • ISIN CH0499134184
  • Symbol MDBZJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles

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Price

as of:
Performance since issue -0.65%
max. return 10.26%
max. return p.a. 10.83%
Distance to strike (%) -1.74%
Distance to barrier +33.87%
Delta GOOGL=0.102,​MSFT=0.106,​ORCL=0.2
multiple Underlyings Yes
days to maturity 347
SSPA VaR* n.a.
Summary Risk Indicator (SRI)* n.a.

*All statements without guarantee.

Daily high (bid) 99.35
Daily low (bid) 98.90
52 Week high (bid) 100.00
52 Week low (bid) 98.10
Alltime high (bid) 100.00
Alltime low (bid) 98.10
Worst performing underlying Oracle Corp
Performance of the underlying since issue -1.71%
Initial fixing date 20/11/2019
Issue date 20/11/2019
Maturity date 20/11/2020
Redemption date 27/11/2020
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Microsoft Corp
Alphabet Inc
Oracle Corp
Issue price 100.00
Currency USD
Listing Yes
COSI No
Coupon p.a. 10.50%
Next coupon payment 27/12/2019
Strike 100%
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)

Microsoft Corp

  • Ticker SymbolMSFT UW
  • Valor951692
  • ISINUS5949181045

151.35 USD

Alphabet Inc

  • Ticker SymbolGOOGL UW
  • Valor29798540
  • ISINUS02079K3059

1342.27 USD

Oracle Corp

  • Ticker SymbolORCL UN
  • Valor959184
  • ISINUS68389X1054

55.30 USD

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