10.00% p.a. JB Callable Multi Barrier Reverse Convertible (59% European) on Apple Inc, American Express Co, Coca-Cola Co, Bank of America Corp, Chevron Corp
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Valor
142230116
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ISIN
CH1422301163
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Symbol
MCCBJB
- SVSP Category Yield enhancement
- SVSP Type Barrier Reverse Convertibles
- SVSP Code 1230
Bid
%Volume:
Ask
%Volume:
Price
as of:Performance since issue | 0.10% |
max. return | 8.30% |
max. return p.a. | 9.11% |
Distance to strike (%) | -0.18% |
Distance to barrier | +40.89% |
Delta | AAPL=0.087,AXP=0.051,BAC=0.091,CVX=0.08,KO=0.054 |
multiple Underlyings | Yes | |||||||
days to maturity | 332 | |||||||
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) | 100.20 |
Daily low (bid) | 99.75 |
52 Week high (bid) | 101.80 |
52 Week low (bid) | 98.50 |
Alltime high (bid) | 101.80 |
Alltime low (bid) | 98.50 |
Worst performing underlying | The Coca-Cola Co |
Performance of the underlying since issue | -0.18% |
Initial fixing date | 06/05/2025 |
Issue date | 13/05/2025 |
Next coupon payment | 14/07/2025 |
Maturity date | 29/05/2026 |
Callability | Yes |
Issuer | Bank Julius Baer & Co. Ltd., Guernsey |
Underlying |
Apple Inc Bank of America Corp The Coca-Cola Co Chevron Corp American Express Co |
Issue price | 100.00 |
Currency | CHF |
Listing | Yes |
COSI | No |
Coupon p.a. | 10.00% |
Strike | 100% |
Barrier (%) | 59.00% |
Barrier observation | at the end |
Quanto | Yes |
Trigger Barrier | 59.00% |
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)
Apple Inc
- Ticker SymbolAAPL UW
- Valor908440
- ISINUS0378331005
207.90 USD
Bank of America Corp
- Ticker SymbolBAC UN
- Valor748628
- ISINUS0605051046
48.17 USD
The Coca-Cola Co
- Ticker SymbolKO UN
- Valor919390
- ISINUS1912161007
71.56 USD
Chevron Corp
- Ticker SymbolCVX UN
- Valor1281709
- ISINUS1667641005
145.50 USD
American Express Co
- Ticker SymbolAXP US
- Valor906153
- ISINUS0258161092
323.97 USD
Underlying | Valor | ISIN | Price | Strike | Barrier absolute | Ratio |
---|---|---|---|---|---|---|
Apple Inc | 908440 | US0378331005 | +1.20% | 198.51 | 117.1209 | |
Bank of America Corp | 748628 | US0605051046 | +1.95% | 40.84 | 24.0956 | |
The Coca-Cola Co | 919390 | US1912161007 | +1.27% | 71.72 | 42.3148 | |
Chevron Corp | 1281709 | US1667641005 | +1.68% | 135.6 | 80.004 | |
American Express Co | 906153 | US0258161092 | +1.62% | 275.37 | 162.4683 |