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8.75% p.a. JB Barrier Reverse Convertible (80%) on Goldman Sachs Group Inc

  • Valor 111851052
  • ISIN CH1118510523
  • Symbol FAJSJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles

Bid

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Price

as of:
The product expired on 07/08/2022.
Performance since issue -13.05%
Distance to strike (%) -14.84%
Distance to barrier Barrier touched on: 29/04/2022
multiple Underlyings No
days to maturity 0
Summary Risk Indicator (SRI)*
1 2 3 4 5 6 7

*All statements without guarantee.

Worst performing underlying The Goldman Sachs Group Inc
Performance of the underlying since issue -12.92%
Initial fixing date 05/08/2021
Issue date 12/08/2021
Next coupon payment 12/08/2022
Maturity date 05/08/2022
Callability No
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying The Goldman Sachs Group Inc
Issue price 100.00
Currency USD
Listing Yes
COSI No
Coupon p.a. 8.75%
Strike 384.3
Barrier (%) 80.00%
Barrier observation continuous
Quanto No
Trigger Barrier 80.00%
Trigger Step-Down 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)

The Goldman Sachs Group Inc

  • Ticker SymbolGS UN
  • Valor714968
  • ISINUS38141G1040

347.81 USD

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