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6.87% p.a. JB Callable Multi Barrier Reverse Convertible (60%) on EURO STOXX 50® Index, S&P 500 Index®, Swiss Market® Index, Nikkei 225 Index

  • Valor 55988842
  • ISIN CH0559888422
  • Symbol MDVNJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles

Bid

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Volumen:

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Price

as of:
Performance since issue -2.20%
max. return 7.75%
max. return p.a. 9.09%
Distance to strike (%) -0.89%
Distance to barrier +39.47%
Delta NKY=0.052,​SMI=0.059,​SPX=0.179,​SX5E=0.133
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) 97.90
Daily low (bid) 97.20
52 Week high (bid) 100.60
52 Week low (bid) 97.20
Alltime high (bid) 100.60
Alltime low (bid) 97.20
Worst performing underlying Euro Stoxx 50® Index
Performance of the underlying since issue -1.17%
Initial fixing date 31/07/2020
Issue date 31/07/2020
Next coupon payment 09/11/2020
Maturity date 02/08/2021
Redemption date 09/08/2021
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Swiss Market Index (SMI®)
Nikkei 225 Index
Euro Stoxx 50® Index
S&P 500 Index®
Issue price 100.00
Currency USD
Listing Yes
COSI No
Coupon p.a. 6.87%
Strike 100%
Barrier (%) 60.00%
Barrier observation continuous
Quanto Yes
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)

Swiss Market Index (SMI®)

  • Ticker SymbolSMI
  • Valor998089
  • ISINCH0009980894

10216.28 CHF

Nikkei 225 Index

  • Ticker SymbolNKY
  • Valor998407
  • ISINJP9010C00002

23204.62 JPY

Euro Stoxx 50® Index

  • Ticker SymbolSX5E
  • Valor846480
  • ISINEU0009658145

3137.06 EUR

S&P 500 Index®

  • Ticker SymbolSPX
  • Valor998434
  • ISINUS78378X1072

3298.46 USD

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