Non-collateralized Nature of Structured Products

Home   /   Warrants   /   Warrants Speedy Check   /   Terms and Indicators

Terms and Indicators

22709 JPFTA50@EC2412A

Call / Underlying: 2823 ISHARES A50

Terms and Indicators

  • NameJPFTA50@EC2412A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.2
  • Delta24.35%
  • Vega9.88%
  • Theta-1.7615
  • Strike12.95
  • Moneyness7.5 OTM
  • Effective Gearing15.0
  • Hist. Vol of Underlying (30-days)12.42%
  • Gearing61.8
  • Premium9.09%
  • Implied Volatility22.89%
  • Maturity Date (D-M-Y)30/12/2024
  • Listing Date (D-M-Y)15/01/2024
  • Last Trading Date (D-M-Y)19/12/2024
  • Time to Maturity102day(s)
  • Board Lot500
  • Outstanding Qty (M)7.24
  • Outstanding Qty10.34%
Last Update : 19-09-2024 11:00(15 mins delayed)

Underlying

2823 ISHARES A50

12.05+0.040(+0.33%)

Bid
12.04
Ask
12.05
  • Last12.05
  • Open12.01
  • High12.06
  • Low11.82
Last Update : 19-09-2024 11:00 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) +0.06
  • Put ($Million) +0.12

5 Days

  • Call ($Million) -
  • Put ($Million) -
Last Update : 17-09-2024