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8.00% p.a. JB Barrier Reverse Convertible (80%) on Johnson & Johnson

  • Valor 132255186
  • ISIN CH1322551867
  • Symbol FAVNJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles
  • SVSP Code 1230

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as of:
Performance since issue -4.85%
max. return 12.31%
max. return p.a. 13.35%
Distance to strike (%) -8.22%
Distance to barrier +13.43%
multiple Underlyings No
days to maturity 336
Summary Risk Indicator (SRI)*
1 2 3 4 5 6 7

*All statements without guarantee.

Daily high (bid) 95.55
Daily low (bid) 94.85
52 Week high (bid) 99.40
52 Week low (bid) 93.75
Alltime high (bid) 99.40
Alltime low (bid) 93.75
Worst performing underlying Johnson & Johnson
Performance of the underlying since issue -7.59%
Initial fixing date 28/03/2024
Issue date 08/04/2024
Next coupon payment 08/10/2024
Maturity date 28/03/2025
Callability No
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Johnson & Johnson
Issue price 100.00
Currency USD
Listing Yes
COSI No
Coupon p.a. 8.00%
Strike 158.19
Barrier (%) 80.00%
Barrier observation continuous
Quanto No
Trigger Barrier 80.00%
Trigger Step-Down Yes
Payment Scenario Barrier Reverse Convertibles
market expectation
characteristics
  • 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)

Johnson & Johnson

  • Ticker SymbolJNJ UN
  • Valor943981
  • ISINUS4781601046

145.90 USD

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