I'm running the following command to create a PDF out of a string of images (JPG+PNG):
convert -adjoin * "presentation.pdf" ; gs -dNOPAUSE -dBATCH -dPDFSETTINGS=/screen -sOutputFile=the_presentation.pdf presentation.pdf
While presentation.pdf is created, the_presentation.pdf is not.
Forgot -sDEVICE=pdfwrite . Sorry for the stupid question.