Non-collateralized Nature of Structured Products

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Terms and Indicators

10059 JP-N225@EP2406A

Put / Underlying: N225 NIKKEI

RT Quote

Terms and Indicators

  • NameJP-N225@EP2406A
  • TypeStandard
  • Call/PutPut
  • Conversion Ratio0.0018
  • Delta4%
  • Vega11.59%
  • Theta-6.2316
  • Strike27,860
  • Moneyness24.8 OTM
  • Effective Gearing13.6
  • Hist. Vol of Underlying (30-days)15.24%
  • Gearing341.5
  • Premium25.13%
  • Implied Volatility43.47%
  • Maturity Date (D-M-Y)14/06/2024
  • Listing Date (D-M-Y)06/10/2023
  • Last Trading Date (D-M-Y)07/06/2024
  • Time to Maturity56day(s)
  • Board Lot10,000
  • Outstanding Qty (M)1.06
  • Outstanding Qty1.06%
Last Update : 19-04-2024 16:35

Underlying

N225 NIKKEI

37,068.40-(-%)

Bid
N/A
Ask
N/A
  • Last37,068.40
  • OpenN/A
  • High37,749.50
  • Low36,733.10
Last Update : 19-04-2024 16:35 (15 mins delayed)

Documents

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Warrants Funds Flow (+) Flow In (-) Flow Out

1 Day

  • Call ($Million) +0.42
  • Put ($Million) +1.17

5 Days

  • Call ($Million) +0.16
  • Put ($Million) -0.98
Last Update : 19-04-2024