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)* |
|
*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
Underlying | Valor | ISIN | Price | Strike | Ratio |
---|---|---|---|---|---|
Mercedes-Benz Group AG | 945657 | DE0007100000 | -0.44% | 46.93 | |
BNP Paribas | 123397 | FR0000131104 | -0.05% | 41.9 | |
Amazon.com Inc | 645156 | US0231351067 | +1.89% | 68.68 | |
Pfizer Inc | 962004 | US7170811035 | -0.64% | 33.5 |