Skip to Content

10.10% p.a. JB Callable Barrier Reverse Convertible (50%) on American Tower Corp

  • Valor 126248130
  • ISIN CH1262481307
  • Symbol FAZAJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles
  • SVSP Code 1230








as of:
Performance since issue -2.30%
max. return 11.83%
max. return p.a. 12.28%
Distance to strike (%) -14.39%
Distance to barrier +42.80%
Delta AMT=0.262
multiple Underlyings No
days to maturity 353
Summary Risk Indicator (SRI)*
1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 98.00
Daily low (bid) 97.35
52 Week high (bid) 100.25
52 Week low (bid) 97.35
Alltime high (bid) 100.25
Alltime low (bid) 97.35
Worst performing underlying American Tower Corp
Performance of the underlying since issue -12.58%
Initial fixing date 08/06/2023
Issue date 15/06/2023
Next coupon payment 15/12/2023
Maturity date 09/09/2024
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying American Tower Corp
Issue price 100.00
Currency USD
Listing Yes
Coupon p.a. 10.10%
Strike 190.02
Barrier (%) 50.00%
Barrier observation continuous
Quanto No
Trigger Barrier 50.00%
Trigger Step-Down Yes
Payment Scenario Barrier Reverse Convertibles
market expectation
  • 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)

American Tower Corp

  • Ticker SymbolAMT UN
  • Valor14546493
  • ISINUS03027X1000

166.15 USD

Back to top