Non-collateralized Nature of Structured Products

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Terms and Indicators

17997 MSCSA50@EC2406A

Call / Underlying: 2822 CSOP A50 ETF

RT Quote

Terms and Indicators

  • NameMSCSA50@EC2406A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.2
  • Delta8.64%
  • Vega14.88%
  • Theta-5.3991
  • Strike14.15
  • Moneyness17.3 OTM
  • Effective Gearing20.8
  • Hist. Vol of Underlying (30-days)12.75%
  • Gearing241.2
  • Premium17.74%
  • Implied Volatility27.41%
  • Maturity Date (D-M-Y)21/06/2024
  • Listing Date (D-M-Y)28/06/2023
  • Last Trading Date (D-M-Y)17/06/2024
  • Time to Maturity56day(s)
  • Board Lot1,000
  • Outstanding Qty (M)4.37
  • Outstanding Qty6.43%
Last Update : 26-04-2024 16:35

Underlying

2822 CSOP A50 ETF

12.06+0.170(+1.43%)

Bid
12.06
Ask
12.07
  • Last12.06
  • Open11.95
  • High12.11
  • Low11.95
Last Update : 26-04-2024 16:35 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) +0.57
  • Put ($Million) +0.75

5 Days

  • Call ($Million) -0.27
  • Put ($Million) -0.27
Last Update : 26-04-2024