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10.00% p.a. JB Callable Multi Barrier Reverse Convertible (59% European) on Siemens AG, Ferrari NV, Roche Holding AG, Hermes International, Shell PLC

  • Valor 136733088
  • ISIN CH1367330888
  • Symbol MADLJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles
  • SVSP Code 1230

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as of:
The product is currently open for subscription.
multiple Underlyings Yes
Summary Risk Indicator (SRI)*
1 2 3 4 5 6 7

*All statements without guarantee.

JB ESG Category Traditional investment
SFDR Alignment (JB View) No
EU Taxonomy Aligned No
% of EU Taxonomy Alignment 0.00%
Initial fixing date 29/11/2024
Issue date 06/12/2024
Next coupon payment 06/01/2025
Maturity date 29/05/2026
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Hermes International
Ferrari NV
Siemens AG
Shell PLC
Roche Holding Ltd
Issue price 100.00
Currency CHF
Listing Yes
COSI No
Coupon p.a. 10.00%
Strike 100%
Barrier (%) 59.00%
Barrier observation at the end
Quanto Yes
Trigger Barrier 59.00%
Trigger Step-Down No
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)

Hermes International

  • Ticker SymbolRMS FP
  • Valor86689
  • ISINFR0000052292

2020.00 EUR

Ferrari NV

  • Ticker SymbolRACE IM
  • Valor30827865
  • ISINNL0011585146

418.20 EUR

Siemens AG

  • Ticker SymbolSIE GY
  • Valor827766
  • ISINDE0007236101

177.56 EUR

Shell PLC

  • Ticker SymbolSHELL NA
  • Valor115606002
  • ISINGB00BP6MXD84

31.42 EUR

Roche Holding Ltd

  • Ticker SymbolROG SW
  • Valor1203204
  • ISINCH0012032048

254.30 CHF

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