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7.40% p.a. JB Barrier Reverse Convertible (80%) on Swiss Re AG

  • Valor 113340961
  • ISIN CH1133409610
  • Symbol SACUJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles

Bid

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as of:
Performance since issue -0.50%
max. return 6.76%
max. return p.a. 7.51%
Distance to strike (%) -0.05%
Distance to barrier +19.96%
Delta 0.007
multiple Underlyings No
days to maturity 329
Summary Risk Indicator (SRI)*
1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 99.50
Daily low (bid) 98.80
52 Week high (bid) 99.85
52 Week low (bid) 95.35
Alltime high (bid) 99.85
Alltime low (bid) 95.35
Worst performing underlying Swiss Re Ltd
Performance of the underlying since issue -0.05%
Initial fixing date 14/09/2021
Issue date 14/09/2021
Next coupon payment 21/03/2022
Maturity date 14/09/2022
Callability No
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Swiss Re Ltd
Issue price 100.00
Currency CHF
Listing Yes
COSI No
Coupon p.a. 7.40%
Strike 82.46
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)

Swiss Re Ltd

  • Ticker SymbolSREN SW
  • Valor12688156
  • ISINCH0126881561

82.42 CHF

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