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6.50% p.a. JB Callable Barrier Reverse Convertible (75%) on Georg Fischer AG

  • Valor 112475434
  • ISIN CH1124754347
  • Symbol SARXJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles

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as of:
Performance since issue -5.75%
max. return 13.59%
max. return p.a. 11.81%
Distance to strike (%) -9.87%
Distance to barrier +17.60%
Delta FI-N=0.589
multiple Underlyings No
days to maturity 420
Summary Risk Indicator (SRI)*
1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 95.15
Daily low (bid) 94.10
52 Week high (bid) 99.70
52 Week low (bid) 91.70
Alltime high (bid) 99.70
Alltime low (bid) 91.70
Worst performing underlying Georg Fischer Ltd
Performance of the underlying since issue -8.98%
Initial fixing date 14/09/2021
Issue date 14/09/2021
Next coupon payment 21/12/2021
Maturity date 14/12/2022
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Georg Fischer Ltd
Issue price 100.00
Currency CHF
Listing Yes
COSI No
Coupon p.a. 6.50%
Strike 1525
Barrier (%) 75.00%
Barrier observation continuous
Quanto No
Trigger Barrier 75.00%
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)

Georg Fischer Ltd

  • Ticker SymbolFI-N SW
  • Valor175230
  • ISINCH0001752309

1388.00 CHF

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