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4.50% p.a. JB Callable Multi Barrier Reverse Convertible (60%) on S&P 500 Index®, Swiss Market® Index, EURO STOXX 50® Index

  • Valor 110332692
  • ISIN CH1103326927
  • Symbol MELPJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles

Bid

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as of:
Performance since issue 0.05%
max. return 8.39%
max. return p.a. 4.22%
Distance to strike (%) 0.54%
Distance to barrier +40.32%
Delta SMI=0.131,​SPX=0.197,​SX5E=0.215
multiple Underlyings Yes
days to maturity 726
Summary Risk Indicator (SRI)*
1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 100.15
Daily low (bid) 99.30
52 Week high (bid) 100.15
52 Week low (bid) 98.65
Alltime high (bid) 100.15
Alltime low (bid) 98.65
Worst performing underlying Swiss Market Index (SMI®)
Performance of the underlying since issue 0.49%
Initial fixing date 03/05/2021
Issue date 03/05/2021
Next coupon payment 10/08/2021
Maturity date 03/05/2023
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Swiss Market Index (SMI®)
Euro Stoxx 50® Index
S&P 500 Index®
Issue price 100.00
Currency CHF
Listing Yes
COSI No
Coupon p.a. 4.50%
Strike 100%
Barrier (%) 60.00%
Barrier observation continuous
Quanto Yes
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)

Swiss Market Index (SMI®)

  • Ticker SymbolSMI
  • Valor998089
  • ISINCH0009980894

11173.57 CHF

Euro Stoxx 50® Index

  • Ticker SymbolSX5E
  • Valor846480
  • ISINEU0009658145

4034.25 EUR

S&P 500 Index®

  • Ticker SymbolSPX
  • Valor998434
  • ISINUS78378X1072

4232.60 USD

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