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8.10% p.a. JB Barrier Reverse Convertible (65%) on JPMorgan Chase & Co

  • Valor 56562728
  • ISIN CH0565627285
  • Symbol FACFJB
  • 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 n.a.
max. return 2.67%
max. return p.a. 3.15%
Distance to strike (%) 20.54%
Distance to barrier +48.35%
Delta 0.001
multiple Underlyings No
days to maturity 309
Summary Risk Indicator (SRI)*
1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 103.70
Daily low (bid) 103.60
52 Week high (bid) 104.10
52 Week low (bid) 98.00
Alltime high (bid) 104.10
Alltime low (bid) 98.00
Worst performing underlying n.a.
Performance of the underlying since issue n.a.
Initial fixing date 01/10/2020
Issue date 01/10/2020
Next coupon payment 08/04/2021
Maturity date 01/10/2021
Redemption date 08/10/2021
Callability No
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying JPMorgan Chase & Co
Issue price 100.00
Currency USD
Listing Yes
COSI No
Coupon p.a. 8.10%
Strike 96.97
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)

JPMorgan Chase & Co

  • Ticker SymbolJPM UN
  • Valor1161460
  • ISINUS46625H1005

122.04 USD

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