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8.44% p.a. JB Barrier Reverse Convertible (50%) on Barrick Gold Corp

  • Valor 52407458
  • ISIN CH0524074587
  • Symbol FAZBJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles








as of:
Performance since issue -0.05%
max. return -0.24%
max. return p.a. -21.41%
Distance to strike (%) -19.80%
Distance to barrier +40.10%
Delta -0.0
multiple Underlyings No
days to maturity 4
Summary Risk Indicator (SRI)*
1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 99.95
Daily low (bid) 99.95
52 Week high (bid) 103.25
52 Week low (bid) 91.35
Alltime high (bid) 103.25
Alltime low (bid) 91.35
Worst performing underlying Barrick Gold Corp
Performance of the underlying since issue -16.53%
Initial fixing date 23/04/2020
Issue date 23/04/2020
Next coupon payment 30/04/2021
Maturity date 23/04/2021
Callability No
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Barrick Gold Corp
Issue price 100.00
Currency USD
Listing Yes
Coupon p.a. 8.44%
Strike 26.74
Barrier (%) 50.00%
Barrier observation continuous
Quanto No
Trigger Step-Down 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)

Barrick Gold Corp

  • Ticker SymbolGOLD US
  • Valor337680
  • ISINCA0679011084

22.23 USD

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