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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

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as of:
Performance since issue -1.60%
max. return 9.00%
max. return p.a. 10.19%
Distance to strike (%) 1.83%
Distance to barrier +21.47%
Delta 0.001
multiple Underlyings No
days to maturity 322
Summary Risk Indicator (SRI)*
1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 99.15
Daily low (bid) 98.35
52 Week high (bid) 101.60
52 Week low (bid) 98.35
Alltime high (bid) 101.60
Alltime low (bid) 98.35
Worst performing underlying The Goldman Sachs Group Inc
Performance of the underlying since issue 1.87%
Initial fixing date 05/08/2021
Issue date 05/08/2021
Next coupon payment 14/02/2022
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 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)

The Goldman Sachs Group Inc

  • Ticker SymbolGS UN
  • Valor714968
  • ISINUS38141G1040

391.11 USD

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