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8.25% p.a. JB Callable Barrier Reverse Convertible (80%) on Walt Disney Co

  • Valor 51994614
  • ISIN CH0519946146
  • Symbol FABEJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles








as of:
Barrier hit event occurred on 05/03/2020.
Performance since issue -12.10%
max. return 19.36%
max. return p.a. 29.66%
Distance to strike (%) -13.08%
Distance to barrier Barrier touched on: 05/03/2020
Delta DIS=0.544
multiple Underlyings No
days to maturity 237
Summary Risk Indicator (SRI)*
1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 88.35
Daily low (bid) 87.05
52 Week high (bid) 99.60
52 Week low (bid) 65.40
Alltime high (bid) 99.60
Alltime low (bid) 65.40
Worst performing underlying The Walt Disney Co
Performance of the underlying since issue -11.57%
Initial fixing date 20/02/2020
Issue date 20/02/2020
Next coupon payment 27/11/2020
Maturity date 20/05/2021
Redemption date 27/05/2021
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying The Walt Disney Co
Issue price 100.00
Currency USD
Listing Yes
Coupon p.a. 8.25%
Strike 140.37
Barrier (%) 80.00%
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)

The Walt Disney Co

  • Ticker SymbolDIS UN
  • Valor984192
  • ISINUS2546871060

124.03 USD

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