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7.90% p.a. JB Callable Barrier Reverse Convertible (80%) on Pfizer Inc

  • Valor 59916472
  • ISIN CH0599164727
  • Symbol FBHNJB
  • 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 -0.75%
max. return 9.88%
max. return p.a. 8.18%
Distance to strike (%) 2.47%
Distance to barrier +21.98%
Delta PFE=0.33
multiple Underlyings No
days to maturity 441
Summary Risk Indicator (SRI)*
1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 99.80
Daily low (bid) 99.25
52 Week high (bid) 100.55
52 Week low (bid) 98.35
Alltime high (bid) 100.55
Alltime low (bid) 98.35
Worst performing underlying Pfizer Inc
Performance of the underlying since issue 2.54%
Initial fixing date 22/04/2021
Issue date 22/04/2021
Next coupon payment 29/07/2021
Maturity date 22/07/2022
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Pfizer Inc
Issue price 100.00
Currency USD
Listing Yes
COSI No
Coupon p.a. 7.90%
Strike 38.64
Barrier (%) 80.00%
Barrier observation continuous
Quanto No
Trigger Step-Down 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)

Pfizer Inc

  • Ticker SymbolPFE US
  • Valor962004
  • ISINUS7170811035

39.27 USD

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