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8.25% p.a. JB Barrier Reverse Convertible (70%) on Kraft Heinz Co

  • Valor 51994616
  • ISIN CH0519946161
  • Symbol FABGJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles

Bid

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as of:
Performance since issue -0.70%
max. return 3.69%
max. return p.a. 9.04%
Distance to strike (%) 5.97%
Distance to barrier +34.18%
Delta 0.01
multiple Underlyings No
days to maturity 150
Summary Risk Indicator (SRI)*
1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 99.55
Daily low (bid) 98.90
52 Week high (bid) 101.85
52 Week low (bid) 77.95
Alltime high (bid) 101.85
Alltime low (bid) 77.95
Worst performing underlying The Kraft Heinz Company
Performance of the underlying since issue 6.35%
Initial fixing date 20/02/2020
Issue date 20/02/2020
Next coupon payment 01/03/2021
Maturity date 22/02/2021
Redemption date 01/03/2021
Callability No
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying The Kraft Heinz Company
Issue price 100.00
Currency USD
Listing Yes
COSI No
Coupon p.a. 8.25%
Strike 27.42
Barrier (%) 70.00%
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 Kraft Heinz Company

  • Ticker SymbolKHC UW
  • Valor28688848
  • ISINUS5007541064

33.92 USD

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