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8.00% p.a. JB Autocallable Barrier Reverse Convertible (60%) on LVMH Moet Hennessy Louis Vuitton SE

  • Valor 141079267
  • ISIN CH1410792670
  • Symbol FAZYJB
  • SVSP Category Yield enhancement
  • SVSP Type Barrier Reverse Convertibles
  • SVSP Code 1230

Bid

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Volume:

Ask

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Volume:

Price

as of:
Performance since issue -16.95%
Distance to strike (%) -46.97%
Distance to barrier +11.82%
Delta MC=1.755
multiple Underlyings No
days to maturity 55
Summary Risk Indicator (SRI)*
1 2 3 4 5 6 7

*All statements without guarantee.

JB ESG Category Sustainable investment
SFDR Alignment (JB View) Yes
EU Taxonomy Aligned No
% of EU Taxonomy Alignment 0.00%
Daily high (bid) 83.90
Daily low (bid) 79.95
52 Week high (bid) 99.20
52 Week low (bid) 70.30
Alltime high (bid) 99.95
Alltime low (bid) 70.30
Worst performing underlying LVMH Moet Hennessy Louis Vuitton SA
Performance of the underlying since issue -31.96%
Initial fixing date 27/02/2025
Issue date 06/03/2025
Next coupon payment 03/06/2026
Maturity date 27/05/2026
Callability Yes
Issuer Bank Julius Baer & Co. Ltd., Guernsey
Underlying LVMH Moet Hennessy Louis Vuitton SA
Issue price 100.00
Currency EUR
Listing Yes
COSI No
Coupon p.a. 8.00%
Strike 693.1
Barrier (%) 60.00%
Barrier observation continuous
Quanto No
Trigger Barrier 100.00%
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)

LVMH Moet Hennessy Louis Vuitton SA

  • Ticker SymbolMC FP
  • Valor507170
  • ISINFR0000121014

471.05 EUR

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