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7.85% p.a. JB Callable Barrier Reverse Convertible (55%) on Commerzbank AG

  • Valor 51994615
  • ISIN CH0519946153
  • Symbol FABFJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles








as of:
Barrier hit event occurred on 09/03/2020.
Performance since issue -36.75%
max. return 65.52%
max. return p.a. 100.37%
Distance to strike (%) -68.67%
Distance to barrier Barrier touched on: 09/03/2020
Delta CBK=0.606
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) 64.90
Daily low (bid) 63.05
52 Week high (bid) 99.50
52 Week low (bid) 48.80
Alltime high (bid) 99.50
Alltime low (bid) 48.80
Worst performing underlying Commerzbank AG
Performance of the underlying since issue -40.71%
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 Commerzbank AG
Issue price 100.00
Currency EUR
Listing Yes
Coupon p.a. 7.85%
Strike 6.75
Barrier (%) 55.00%
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)

Commerzbank AG

  • Ticker SymbolCBK GY
  • Valor21170377
  • ISINDE000CBK1001

4.00 EUR

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