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10.00% p.a. JB Callable Multi Barrier Reverse Convertible (55%) on Swiss Re AG, Sandoz Group AG, Stadler Rail AG, Sika AG

  • Valor 132871821
  • ISIN CH1328718213
  • Symbol MCBBJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles
  • SVSP Code 1230

Bid

%

Volume:

Ask

%

Volume:

Price

as of:

Key values

Performance since issue -10.45%
max. return 20.68%
max. return p.a. 22.56%
Distance to strike (%) -28.86%
Distance to barrier +29.13%
Delta SDZ=0.12,​SIKA=0.401,​SRAIL=0.387,​SREN=0.036

Basic values

multiple Underlyings Yes
days to maturity 335
Summary Risk Indicator (SRI)*
1 2 3 4 5 6 7

*All statements without guarantee.

ESG

JB ESG Category Traditional investment
SFDR Alignment (JB View) No
EU Taxonomy Aligned No
% of EU Taxonomy Alignment 0.00%

Performance

Daily high (bid) 90.75
Daily low (bid) 88.65
52 Week high (bid) 100.70
52 Week low (bid) 71.70
Alltime high (bid) 100.70
Alltime low (bid) 71.70
Worst performing underlying Sika Ltd
Performance of the underlying since issue -22.40%

Agenda

Initial fixing date 04/10/2024
Issue date 11/10/2024
Next coupon payment 12/05/2025
Maturity date 31/03/2026
Callability Yes

Key values at issue

Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Swiss Re Ltd
Sandoz Group AG
Sika Ltd
Stadler Rail AG
Issue price 100.00
Currency CHF
Listing Yes
COSI No
Coupon p.a. 10.00%
Strike 100%
Barrier (%) 55.00%
Barrier observation continuous
Quanto No
Trigger Barrier 55.00%
Trigger Step-Down No

documents

PRIIPs KID

Terms

Termsheet

Description

Payment Scenario Barrier Reverse Convertibles
market expectation
characteristics
Payment Scenario Barrier Reverse Convertibles
  • 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)
>Please refer to SSPA website for more information

Performance

Underlying

Swiss Re Ltd

  • Ticker SymbolSREN SW
  • Valor12688156
  • ISINCH0126881561

147.75 CHF

Sandoz Group AG

  • Ticker SymbolSDZ SW
  • Valor124359842
  • ISINCH1243598427

35.78 CHF

Sika Ltd

  • Ticker SymbolSIKA SW
  • Valor41879292
  • ISINCH0418792922

205.80 CHF

Stadler Rail AG

  • Ticker SymbolSRAIL SW
  • Valor217818
  • ISINCH0002178181

21.68 CHF

UnderlyingValorISINPriceStrikeBarrier absoluteRatio
Swiss Re Ltd 12688156 CH0126881561 +1.34% 114.85 63.1675
Sandoz Group AG 124359842 CH1243598427 -2.45% 35.46 19.503
Sika Ltd 41879292 CH0418792922 +0.59% 265.2 145.86
Stadler Rail AG 217818 CH0002178181 +1.21% 25.95 14.2725
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