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6.15% p.a. JB Callable Barrier Reverse Convertible (55%) on Deutsche Bank AG

  • Valor 112474853
  • ISIN CH1124748539
  • Symbol FAMRJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles








as of:
Performance since issue -2.30%
max. return 9.02%
max. return p.a. 7.92%
Distance to strike (%) 4.04%
Distance to barrier +47.22%
Delta DBK=0.319
multiple Underlyings No
days to maturity 416
Summary Risk Indicator (SRI)*
1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 98.25
Daily low (bid) 97.60
52 Week high (bid) 100.25
52 Week low (bid) 97.15
Alltime high (bid) 100.25
Alltime low (bid) 97.15
Worst performing underlying Deutsche Bank AG
Performance of the underlying since issue 4.21%
Initial fixing date 05/08/2021
Issue date 05/08/2021
Next coupon payment 12/11/2021
Maturity date 07/11/2022
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Deutsche Bank AG
Issue price 100.00
Currency EUR
Listing Yes
Coupon p.a. 6.15%
Strike 10.632
Barrier (%) 55.00%
Barrier observation continuous
Quanto No
Trigger Step-Down No
Payment Scenario Barrier Reverse Convertibles
market expectation
  • 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)

Deutsche Bank AG

  • Ticker SymbolDBK GY
  • Valor829257
  • ISINDE0005140008

11.08 EUR

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