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9.75% p.a. JB Multi Barrier Reverse Convertible (65%) on Microsoft Corp, Colgate-Palmolive Co, Johnson & Johnson

  • Valor 52825792
  • ISIN CH0528257923
  • Symbol MDOUJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles

Bid

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Volumen:

Ask

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Price

as of:
Performance since issue -2.50%
max. return 10.61%
max. return p.a. 12.44%
Distance to strike (%) -1.58%
Distance to barrier +33.97%
Delta CL=0.228,​JNJ=0.189,​MSFT=0.274
multiple Underlyings Yes
days to maturity 311
Summary Risk Indicator (SRI)*
1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 97.50
Daily low (bid) 96.25
52 Week high (bid) 100.90
52 Week low (bid) 95.55
Alltime high (bid) 100.90
Alltime low (bid) 95.55
Worst performing underlying Colgate-Palmolive Co
Performance of the underlying since issue -1.55%
Initial fixing date 31/07/2020
Issue date 31/07/2020
Next coupon payment 09/08/2021
Maturity date 02/08/2021
Redemption date 09/08/2021
Callability No
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Microsoft Corp
Johnson & Johnson
Colgate-Palmolive Co
Issue price 100.00
Currency USD
Listing Yes
COSI No
Coupon p.a. 9.75%
Strike 100%
Barrier (%) 65.00%
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)

Microsoft Corp

  • Ticker SymbolMSFT UW
  • Valor951692
  • ISINUS5949181045

207.85 USD

Johnson & Johnson

  • Ticker SymbolJNJ UN
  • Valor943981
  • ISINUS4781601046

145.60 USD

Colgate-Palmolive Co

  • Ticker SymbolCL UN
  • Valor919477
  • ISINUS1941621039

75.98 USD

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