6.00% p.a. JB Barrier Reverse Convertible (85%) on BKW AG
-
Valor
139815973
-
ISIN
CH1398159736
-
Symbol
SBWXJB
- SVSP Category Yield enhancement
- SVSP Type Barrier Reverse Convertibles
- SVSP Code 1230
Bid
99.10 %Volume:500,000
Ask
99.60 %Volume:500,000
Price
-0.75% as of:
10/01/2025 16:56:04
Performance since issue | -0.90% |
max. return | 6.28% |
max. return p.a. | 6.59% |
Distance to strike (%) | 2.40% |
Distance to barrier | +17.04% |
multiple Underlyings | No | |||||||
days to maturity | 347 | |||||||
Summary Risk Indicator (SRI)* |
|
*All statements without guarantee.
JB ESG Category | Traditional investment |
SFDR Alignment (JB View) | No |
EU Taxonomy Aligned | No |
% of EU Taxonomy Alignment | 0.00% |
Daily high (bid) | 99.40 |
Daily low (bid) | 98.95 |
52 Week high (bid) | 101.50 |
52 Week low (bid) | 98.95 |
Alltime high (bid) | 101.50 |
Alltime low (bid) | 98.95 |
Worst performing underlying | BKW Ltd |
Performance of the underlying since issue | 2.46% |
Initial fixing date | 23/12/2024 |
Issue date | 03/01/2025 |
Next coupon payment | 03/04/2025 |
Maturity date | 23/12/2025 |
Callability | No |
Issuer | Bank Julius Baer & Co. Ltd., Guernsey |
Underlying |
BKW Ltd |
Issue price | 100.00 |
Currency | CHF |
Listing | Yes |
COSI | No |
Coupon p.a. | 6.00% |
Strike | 150.4 |
Barrier (%) | 85.00% |
Barrier observation | continuous |
Quanto | No |
Trigger Barrier | 85.00% |
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)
Intraday
BKW Ltd
- Ticker SymbolBKW SW
- Valor13029366
- ISINCH0130293662
154.10 CHF
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Price
-1.22%
Strike
150.4
Barrier absolute
127.84
Ratio
Valor
13029366
ISIN
CH0130293662
Price
-1.22%
Strike
150.4
Barrier absolute
127.84
Ratio
Valor
13029366
ISIN
CH0130293662
Price
-1.22%
Strike
150.4
Underlying | Valor | ISIN | Price | Strike | Barrier absolute | Ratio |
---|---|---|---|---|---|---|
BKW Ltd | 13029366 | CH0130293662 | -1.22% | 150.4 | 127.84 |