Callable Multi Barrier Reverse Convertible

Symbol: MCIIJB
ISIN: CH0458780621
Issuer:
Bank Julius Bär
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
15/11/19
09:15:25
99.20
99.70
%
Volume
500,000
500,000
nominal

Performance

Closing prev. day 94.60
Diff. absolute / % 4.60 +4.86%

Determined prices

Last Price 94.60 Volume 3,000
Time 11:46:02 Date 15/08/2019

More Product Information

Core Data

Name Callable Multi Barrier Reverse Convertible
ISIN CH0458780621
Valor 45878062
Symbol MCIIJB
Quotation in percent Yes
Coupon p.a. 8.90%
Coupon Premium 8.90%
Type Multi Barrier Reverse Convertibles
SVSP Code 1230
Barrier reached No
COSI Product No
Exercise type American
Currency Swiss Franc
First listing date 14/03/2019
Date of maturity 16/03/2020
Last trading day 09/03/2020
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Clean
Issuer Bank Julius Bär

Key data

Ask Price (basis for calculation) 99.7000
Calculated price of underlying 277.5000
Maximum yield 3.10%
Maximum yield p.a. 9.56%
Sideways yield 3.10%
Sideways yield p.a. 9.56%

market maker quality Date: 14/11/2019

Average Spread 0.50%
Last Best Bid Price 98.95 %
Last Best Ask Price 99.45 %
Last Best Bid Volume 500,000
Last Best Ask Volume 500,000
Average Buy Volume 500,000
Average Sell Volume 500,000
Average Buy Value 494,752 CHF
Average Sell Value 497,252 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

Underlyings

Name Sika AG Lonza Group N Swatch Group I
ISIN CH0418792922 CH0013841017 CH0012255151
Price - 340.50 CHF 272.7000 CHF
Date - 15/11/19 09:32 15/11/19 09:32
Cap 135.80 CHF 288.70 CHF 294.80 CHF
Distance to Cap -33.2 -51.3 23.4
Distance to Cap in % -19.65% -15.09% 8.62%
Is Cap Level reached No No No
Barrier 88.27 CHF 187.655 CHF 191.62 CHF
Distance to Barrier 80.73 152.345 79.78
Distance to Barrier in % 47.77% 44.81% 29.40%
Is Barrier reached No No No

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