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JB Multi Conditional Coupon Barrier Reverse Convertible on Swiss Re AG, Nestle SA, Roche Holding AG, Novartis AG

  • Valor 123807803
  • ISIN CH1238078039
  • Symbol
  • SVSP Category Yield enhancement
  • SVSP Type Conditional Coupon Barrier Reverse Convertible
  • SVSP Code 1260

Bid

%

Volume:

Ask

%

Volume:

Price

as of:

Key values

Performance since issue 0.75%
max. return 1801.67%
Distance to strike (%) 12.79%
Distance to barrier 37.71%
Delta NESN=0.083,​NOVN_SDZ=0.006,​ROG=0.071,​SREN=0.012

Basic values

multiple Underlyings Yes
days to maturity 228
Summary Risk Indicator (SRI)*
1 2 3 4 5 6 7

*All statements without guarantee.

ESG

JB ESG Category No data
SFDR Alignment (JB View) No
EU Taxonomy Aligned No

Performance

Daily high (bid) 101.00
Daily low (bid) 100.75
52 Week high (bid) 102.45
52 Week low (bid) 94.35
Alltime high (bid) 102.45
Alltime low (bid) 94.35
Worst performing underlying Nestlé Ltd
Performance of the underlying since issue -19.73%

Agenda

Initial fixing date 21/12/2022
Issue date 04/01/2023
Next coupon payment 05/01/2026
Maturity date 22/12/2025
Callability Yes

Key values at issue

Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Nestlé Ltd
Swiss Re Ltd
Novartis Sandoz Basket
Roche Holding Ltd
Issue price 100.00
Currency EUR
Listing No
COSI No
Coupon p.a. 100.00%
Strike 70%
Barrier (%) 50.00%
Barrier observation at the end
Trigger Barrier 95.00%
Trigger Step-Down No
Payout Threshold 50.00%
Coupon p.a. 100.00%
Next coupon payment 05/01/2026
Payout Postponement Event Yes
Quanto Yes

documents

PRIIPs KID

Terms

Termsheet

Description

Payment Scenario Conditional Coupon Barrier Reverse Convertible
market expectation
characteristics
Payment Scenario Conditional Coupon Barrier Reverse Convertible
  • Underlying moving sideways or slightly rising
  • Decreasing volatility
  • Underlying will not breach barrier during product lifetime
  • Should the underlying trade above the strike on the observation date, an early redemption consisting of nominal plus an additional coupon amount is paid
  • Offers the possibility of an early redemption combined with an attractive yield opportunity
  • 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)
>Please refer to SSPA website for more information

Performance

Underlying

Nestlé Ltd

  • Ticker SymbolNESN SW
  • Valor3886335
  • ISINCH0038863350

CHF

Swiss Re Ltd

  • Ticker SymbolSREN SW
  • Valor12688156
  • ISINCH0126881561

CHF

Novartis Sandoz Basket

  • Ticker SymbolNOVN_SDZ SW
  • Valor129895869
  • ISINDE000A3EVDT4

CHF

Roche Holding Ltd

  • Ticker SymbolROG SW
  • Valor1203204
  • ISINCH0012032048

259.90 CHF

UnderlyingValorISINPriceStrikeBarrier absoluteRatio
Nestlé Ltd 3886335 CH0038863350 75.92 54.23
Swiss Re Ltd 12688156 CH0126881561 60.9 43.5
Novartis Sandoz Basket 129895869 DE000A3EVDT4 59.3 42.355
Roche Holding Ltd 1203204 CH0012032048 +0.00% 208.53 148.95
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