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6.30% p.a. JB Callable Multi Barrier Reverse Convertible (60% European) on Swiss Life Holding AG, Zurich Insurance Group AG, Swiss Re AG

  • Valor 56563016
  • ISIN CH0565630164
  • Symbol MDXQJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles

Bid

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Volumen:

Ask

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Volumen:

Price

as of:
Performance since issue n.a.
max. return 6.35%
max. return p.a. 4.69%
Distance to strike (%) n.a.
Distance to barrier n.a.
Delta SLHN=0.076,​SREN=0.094,​ZURN=0.086
multiple Underlyings Yes
days to maturity 494
Summary Risk Indicator (SRI)*
1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 101.90
Daily low (bid) 101.60
52 Week high (bid) 102.25
52 Week low (bid) 92.35
Alltime high (bid) 102.25
Alltime low (bid) 92.35
Worst performing underlying n.a.
Performance of the underlying since issue n.a.
Initial fixing date 02/10/2020
Issue date 02/10/2020
Next coupon payment 11/01/2021
Maturity date 04/04/2022
Redemption date 11/04/2022
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Swiss Re Ltd
Swiss Life Holding Ltd
Zurich Insurance Group Ltd
Issue price 100.00
Currency CHF
Listing Yes
COSI No
Coupon p.a. 6.30%
Strike 100%
Barrier (%) 60.00%
Barrier observation at the end
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)

Swiss Re Ltd

  • Ticker SymbolSREN SW
  • Valor12688156
  • ISINCH0126881561

CHF

Swiss Life Holding Ltd

  • Ticker SymbolSLHN SW
  • Valor1485278
  • ISINCH0014852781

CHF

Zurich Insurance Group Ltd

  • Ticker SymbolZURN SW
  • Valor1107539
  • ISINCH0011075394

372.60 CHF

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