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11.00% p.a. JB Autocallable Multi Reverse Convertible on BNP Paribas SA, Pfizer Inc, Mercedes-Benz Group AG, Amazon.com Inc

  • Valor 122975109
  • ISIN CH1229751099
  • Symbol MBBHJB
  • SVSP Category Yield enhancement
  • SVSP Type Reverse Convertibles
  • SVSP Code 1220

Bid

%

Volume:

Ask

%

Volume:

Price

as of:
Performance since issue -10.25%
max. return 16.77%
max. return p.a. 34.89%
Distance to strike (%) -13.48%
Delta AMZN=0.003,​BNP=0.015,​MBG=0.023,​PFE=0.63
multiple Underlyings Yes
days to maturity 177
Summary Risk Indicator (SRI)*
1 2 3 4 5 6 7

*All statements without guarantee.

JB ESG Category Traditional investment
SFDR Alignment (JB View) No
EU Taxonomy Aligned No
% of EU Taxonomy Alignment 0.00%
Daily high (bid) 90.30
Daily low (bid) 89.50
52 Week high (bid) 98.50
52 Week low (bid) 80.20
Alltime high (bid) 100.65
Alltime low (bid) 80.20
Performance of the underlying since issue -38.32%
Initial fixing date 13/01/2023
Issue date 23/01/2023
Next coupon payment 23/01/2025
Maturity date 16/01/2025
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Mercedes-Benz Group AG
BNP Paribas
Amazon.com Inc
Pfizer Inc
Issue price 100.00
Currency USD
Listing Yes
COSI No
Coupon p.a. 11.00%
Strike 70%
Quanto Yes
Trigger Barrier 90.00%
Trigger Step-Down Yes
Payment Scenario Reverse Convertibles
market expectation
characteristics
  • Underlying moving sideways or slightly rising
  • Falling volatility
  • Should the underlying close below the strike on expiry, the underlying and/or a cash amount is redeemed
  • Should the underlying close above the strike at expiry, the nominal plus the coupon is being paid at redemption
  • The coupon is paid regardless of the performance of the underlying
  • Reduced risk compared to a direct investment into the underlying
  • With higher risk levels, multiple underlyings (“Worst-of”) allow for higher coupons
  • Limited profit opportunity (cap)

Mercedes-Benz Group AG

  • Ticker SymbolMBG GY
  • Valor945657
  • ISINDE0007100000

63.97 EUR

BNP Paribas

  • Ticker SymbolBNP FP
  • Valor123397
  • ISINFR0000131104

64.50 EUR

Amazon.com Inc

  • Ticker SymbolAMZN UW
  • Valor645156
  • ISINUS0231351067

186.20 USD

Pfizer Inc

  • Ticker SymbolPFE UN
  • Valor962004
  • ISINUS7170811035

29.46 USD

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