9.50% p.a. JB Callable Multi Barrier Reverse Convertible (65%) on ABB Ltd, Nestle SA, Swisscom AG, Zurich Insurance Group AG
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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)* |
|
*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
| Underlying | Valor | ISIN | Price | Strike | Barrier absolute | Ratio |
|---|---|---|---|---|---|---|
| Nestlé Ltd | 3886335 | CH0038863350 | +0.69% | 89.02 | 57.863 | |
| Swisscom Ltd | 874251 | CH0008742519 | +0.72% | 506 | 328.9 | |
| ABB Ltd | 1222171 | CH0012221716 | +0.86% | 48.97 | 31.8305 | |
| Zurich Insurance Group Ltd | 1107539 | CH0011075394 | +1.13% | 588.8 | 382.72 |