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5.00% p.a. JB Callable Multi Barrier Reverse Convertible (58.7%) on EURO STOXX 50® Index, NASDAQ 100 Index, Swiss Market® Index, S&P 500 Index®

  • Valor 114061529
  • ISIN CH1140615290
  • Symbol
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles

Bid

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Volumen:

Ask

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Price

as of:
Performance since issue -3.95%
max. return 13.25%
max. return p.a. 7.12%
Distance to strike (%) -0.56%
Distance to barrier +40.97%
Delta NDX=0.133,​SMI=0.086,​SPX=0.089,​SX5E=0.193
multiple Underlyings Yes
days to maturity 679
Summary Risk Indicator (SRI)*
1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 97.50
Daily low (bid) 96.05
52 Week high (bid) 100.25
52 Week low (bid) 96.05
Alltime high (bid) 100.25
Alltime low (bid) 96.05
Worst performing underlying Euro Stoxx 50® Index
Performance of the underlying since issue -0.08%
Initial fixing date 13/10/2021
Issue date 13/10/2021
Next coupon payment 20/12/2021
Maturity date 13/10/2023
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Swiss Market Index (SMI®)
NASDAQ 100 Index
Euro Stoxx 50® Index
S&P 500 Index®
Issue price 100.00
Currency CHF
Listing No
COSI No
Coupon p.a. 5.00%
Strike 100%
Barrier (%) 58.70%
Barrier observation continuous
Quanto Yes
Trigger Barrier 58.70%
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)

Swiss Market Index (SMI®)

  • Ticker SymbolSMI
  • Valor998089
  • ISINCH0009980894

12175.77 CHF

NASDAQ 100 Index

  • Ticker SymbolNDX
  • Valor985336
  • ISINUS6311011026

USD

Euro Stoxx 50® Index

  • Ticker SymbolSX5E
  • Valor846480
  • ISINEU0009658145

4080.15 EUR

S&P 500 Index®

  • Ticker SymbolSPX
  • Valor998434
  • ISINUS78378X1072

4538.43 USD

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