Non-collateralized Nature of Structured Products

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Terms and Indicators

21094 SGCLIFE@EC2410A

Call / Underlying: 2628 CHINA LIFE

Terms and Indicators

  • NameSGCLIFE@EC2410A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.2
  • Delta10.29%
  • Vega11.62%
  • Theta-7.0308
  • Strike13.82
  • Moneyness15.2 OTM
  • Effective Gearing20.6
  • Hist. Vol of Underlying (30-days)24.85%
  • Gearing200.0
  • Premium15.67%
  • Implied Volatility32.56%
  • Maturity Date (D-M-Y)28/10/2024
  • Listing Date (D-M-Y)13/11/2023
  • Last Trading Date (D-M-Y)22/10/2024
  • Time to Maturity38day(s)
  • Board Lot5,000
  • Outstanding Qty (M)2.71
  • Outstanding Qty3.88%
Last Update : 20-09-2024 16:20(15 mins delayed)

Underlying

2628 CHINA LIFE

12.00+0.080(+0.67%)

Bid
11.98
Ask
12.00
  • Last12.00
  • Open11.86
  • High12.10
  • Low11.84
Last Update : 20-09-2024 16:20 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) -0.35
  • Put ($Million) -2.11

5 Days

  • Call ($Million) +0.02
  • Put ($Million) +0.48
Last Update : 20-09-2024