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7.95% p.a. JB Barrier Reverse Convertible (70%) on Procter & Gamble Co

  • Valor 126248135
  • ISIN CH1262481356
  • Symbol FBBIJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles
  • SVSP Code 1230








as of:
Performance since issue -1.05%
max. return 6.15%
max. return p.a. 8.96%
Distance to strike (%) -1.20%
Distance to barrier +29.16%
multiple Underlyings No
days to maturity 251
Summary Risk Indicator (SRI)*
1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 99.10
Daily low (bid) 98.90
52 Week high (bid) 101.00
52 Week low (bid) 98.90
Alltime high (bid) 101.00
Alltime low (bid) 98.90
Worst performing underlying The Procter & Gamble Co
Performance of the underlying since issue -1.19%
Initial fixing date 08/06/2023
Issue date 15/06/2023
Next coupon payment 15/12/2023
Maturity date 10/06/2024
Callability No
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying The Procter & Gamble Co
Issue price 100.00
Currency USD
Listing Yes
Coupon p.a. 7.95%
Strike 146.44
Barrier (%) 70.00%
Barrier observation continuous
Quanto No
Trigger Barrier 70.00%
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)

The Procter & Gamble Co

  • Ticker SymbolPG UN
  • Valor963896
  • ISINUS7427181091

145.22 USD

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