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7.75% p.a. JB Callable Multi Barrier Reverse Convertible (75%) on EURO STOXX 50® Index, Swiss Market® Index, S&P 500 Index®, Nikkei 225 Exchange Traded Fund

  • Valor 140764106
  • ISIN CH1407641062
  • Symbol
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles
  • SVSP Code 1230

Bid

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Price

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 27/12/2024
Issue date 07/01/2025
Next coupon payment 07/04/2025
Maturity date 27/03/2026
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Nikkei 225 Exchange Traded Fund
Swiss Market Index (SMI®)
Euro Stoxx 50® Index
S&P 500 Index®
Issue price 100.00
Currency CHF
Listing No
COSI No
Coupon p.a. 7.75%
Strike 100%
Barrier (%) 75.00%
Barrier observation continuous
Quanto Yes
Trigger Barrier 75.00%
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)

Nikkei 225 Exchange Traded Fund

  • Ticker Symbol1321 JT
  • Valor1264151
  • ISINJP3027650005

JPY

Swiss Market Index (SMI®)

  • Ticker SymbolSMI
  • Valor998089
  • ISINCH0009980894

11384.92 CHF

Euro Stoxx 50® Index

  • Ticker SymbolSX5E
  • Valor846480
  • ISINEU0009658145

4862.28 EUR

S&P 500 Index®

  • Ticker SymbolSPX
  • Valor998434
  • ISINUS78378X1072

5959.24 USD

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