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8.6% p.a. JB Callable Multi Barrier Reverse Convertible (60%) on S&P 500 Index®, EURO STOXX 50® Index, Swiss Market® Index, Nikkei 225 Index

  • Valor 118196314
  • ISIN CH1181963146
  • Symbol MACIJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles

Bid

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Volumen:

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Price

as of:
Performance since issue -2.60%
max. return 9.88%
max. return p.a. 11.44%
Distance to strike (%) -7.85%
Distance to barrier +35.29%
Delta NKY=0.083,​SMI=0.106,​SPX=0.17,​SX5E=0.237
multiple Underlyings Yes
days to maturity 315
Summary Risk Indicator (SRI)*
1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 97.60
Daily low (bid) 96.60
52 Week high (bid) 100.70
52 Week low (bid) 95.95
Alltime high (bid) 100.70
Alltime low (bid) 95.95
Worst performing underlying Swiss Market Index (SMI®)
Performance of the underlying since issue -7.55%
Initial fixing date 13/05/2022
Issue date 20/05/2022
Next coupon payment 22/08/2022
Maturity date 12/05/2023
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Swiss Market Index (SMI®)
Nikkei 225 Index
Euro Stoxx 50® Index
S&P 500 Index®
Issue price 100.00
Currency GBP
Listing Yes
COSI No
Coupon p.a. 8.60%
Strike 100%
Barrier (%) 60.00%
Barrier observation continuous
Quanto Yes
Trigger Barrier 60.00%
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)

Swiss Market Index (SMI®)

  • Ticker SymbolSMI
  • Valor998089
  • ISINCH0009980894

10770.40 CHF

Nikkei 225 Index

  • Ticker SymbolNKY
  • Valor998407
  • ISINJP9010C00002

25935.62 JPY

Euro Stoxx 50® Index

  • Ticker SymbolSX5E
  • Valor846480
  • ISINEU0009658145

3448.31 EUR

S&P 500 Index®

  • Ticker SymbolSPX
  • Valor998434
  • ISINUS78378X1072

3825.33 USD

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