6.25% p.a. JB Callable Multi Barrier Reverse Convertible (65%) on Swiss Market® Index, EURO STOXX 50® Index, S&P 500 Index®, NASDAQ 100 Index
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Valor
146732888
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ISIN
CH1467328881
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Symbol
MCJNJB
- SVSP Category Yield enhancement
- SVSP Type Barrier Reverse Convertibles
- SVSP Code 1230
Bid
%Volume:
Ask
%Volume:
Price
as of:| Performance since issue | -1.45% |
| Distance to strike (%) | 5.03% |
| Distance to barrier | +38.27% |
| Delta | NDX=0.083,SMI=0.091,SPX=0.053,SX5E=0.139 |
| multiple Underlyings | Yes | |||||||
| days to maturity | 339 | |||||||
| 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) | 98.65 |
| Daily low (bid) | 98.45 |
| 52 Week high (bid) | 100.90 |
| 52 Week low (bid) | 94.95 |
| Alltime high (bid) | 100.90 |
| Alltime low (bid) | 94.95 |
| Worst performing underlying | Swiss Market Index (SMI®) |
| Performance of the underlying since issue | 5.30% |
| Initial fixing date | 10/10/2025 |
| Issue date | 17/10/2025 |
| Next coupon payment | 18/05/2026 |
| Maturity date | 12/04/2027 |
| Callability | Yes |
| Issuer | Bank Julius Baer & Co. Ltd., Guernsey |
| Underlying |
Swiss Market Index (SMI®) NASDAQ 100 Index Euro Stoxx 50® Index S&P 500 Index® |
| Issue price | 100.00 |
| Currency | CHF |
| Listing | Yes |
| COSI | No |
| Coupon p.a. | 6.25% |
| Strike | 100% |
| Barrier (%) | 65.00% |
| Barrier observation | continuous |
| Quanto | Yes |
| 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)
Swiss Market Index (SMI®)
- Ticker SymbolSMI
- Valor998089
- ISINCH0009980894
13100.63 CHF
NASDAQ 100 Index
- Ticker SymbolNDX
- Valor985336
- ISINUS6311011026
USD
Euro Stoxx 50® Index
- Ticker SymbolSX5E
- Valor846480
- ISINEU0009658145
5911.53 EUR
S&P 500 Index®
- Ticker SymbolSPX
- Valor998434
- ISINUS78378X1072
7396.23 USD
| Underlying | Valor | ISIN | Price | Strike | Barrier absolute | Ratio |
|---|---|---|---|---|---|---|
| Swiss Market Index (SMI®) | 998089 | CH0009980894 | -0.26% | 12481.41 | 8112.9165 | |
| NASDAQ 100 Index | 985336 | US6311011026 | 24221.75 | 15744.1375 | ||
| Euro Stoxx 50® Index | 846480 | EU0009658145 | -1.02% | 5531.32 | 3595.358 | |
| S&P 500 Index® | 998434 | US78378X1072 | +0.82% | 6552.51 | 4259.1315 |