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6.60% p.a. JB Callable Multi Barrier Reverse Convertible (59%) on Coca-Cola Co, Yum! Brands Inc, McDonald's Corp

  • Valor 49913419
  • ISIN CH0499134192
  • Symbol MDCAJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles

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as of:
Performance since issue 0.05%
max. return 7.47%
max. return p.a. 6.21%
Distance to strike (%) 0.29%
Distance to barrier +41.17%
Delta KO=0.082,​MCD=0.092,​YUM=0.116
multiple Underlyings Yes
days to maturity 441
SSPA VaR* n.a.
Summary Risk Indicator (SRI)* n.a.

*All statements without guarantee.

Daily high (bid) 100.10
Daily low (bid) 100.00
52 Week high (bid) 100.40
52 Week low (bid) 99.35
Alltime high (bid) 100.40
Alltime low (bid) 99.35
Worst performing underlying McDonalds Corp
Performance of the underlying since issue 0.29%
Initial fixing date 20/11/2019
Issue date 20/11/2019
Maturity date 22/02/2021
Redemption date 01/03/2021
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying The Coca-Cola Co
Yum! Brands Inc
McDonalds Corp
Issue price 100.00
Currency USD
Listing Yes
COSI No
Coupon p.a. 6.60%
Next coupon payment 27/12/2019
Strike 100%
Barrier (%) 59.00%
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)

The Coca-Cola Co

  • Ticker SymbolKO UN
  • Valor919390
  • ISINUS1912161007

54.06 USD

Yum! Brands Inc

  • Ticker SymbolYUM UN
  • Valor1413362
  • ISINUS9884981013

99.01 USD

McDonalds Corp

  • Ticker SymbolMCD UN
  • Valor950605
  • ISINUS5801351017

194.69 USD

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