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9.50% p.a. JB Callable Multi Barrier Reverse Convertible (65%) on ABB Ltd, Nestle SA, Swisscom AG, Zurich Insurance Group AG

  • Valor 141079132
  • ISIN CH1410791326
  • Symbol MBUHJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles
  • SVSP Code 1230

Bid

%

Volume:

Ask

%

Volume:

Price

as of:
Performance since issue -1.30%
Distance to strike (%) -13.24%
Distance to barrier +26.39%
Delta ABBN=0.068,​NESN=0.339,​SCMN=0.066,​ZURN=0.154
multiple Underlyings Yes
days to maturity 256
Summary Risk Indicator (SRI)*
1 2 3 4 5 6 7

*All statements without guarantee.

JB ESG Category Responsible Investments
SFDR Alignment (JB View) No
EU Taxonomy Aligned No
% of EU Taxonomy Alignment 0.00%
Daily high (bid) 98.70
Daily low (bid) 98.25
52 Week high (bid) 100.00
52 Week low (bid) 81.75
Alltime high (bid) 100.00
Alltime low (bid) 81.75
Worst performing underlying Nestlé Ltd
Performance of the underlying since issue -11.69%
Initial fixing date 25/02/2025
Issue date 04/03/2025
Next coupon payment 04/03/2026
Maturity date 28/08/2026
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying Nestlé Ltd
Swisscom Ltd
ABB Ltd
Zurich Insurance Group Ltd
Issue price 100.00
Currency CHF
Listing Yes
COSI No
Coupon p.a. 9.50%
Strike 100%
Barrier (%) 65.00%
Barrier observation continuous
Quanto No
Trigger Barrier 65.00%
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)

Nestlé Ltd

  • Ticker SymbolNESN SW
  • Valor3886335
  • ISINCH0038863350

78.49 CHF

Swisscom Ltd

  • Ticker SymbolSCMN SW
  • Valor874251
  • ISINCH0008742519

561.00 CHF

ABB Ltd

  • Ticker SymbolABBN SW
  • Valor1222171
  • ISINCH0012221716

58.76 CHF

Zurich Insurance Group Ltd

  • Ticker SymbolZURN SW
  • Valor1107539
  • ISINCH0011075394

590.40 CHF

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