Non-collateralized Nature of Structured Products

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Terms and Indicators

22709 JPFTA50@EC2412A

Call / Underlying: 2823 ISHARES A50

Terms and Indicators

  • NameJPFTA50@EC2412A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.2
  • Delta25.2%
  • Vega9.56%
  • Theta-1.7291
  • Strike12.95
  • Moneyness7.1 OTM
  • Effective Gearing14.9
  • Hist. Vol of Underlying (30-days)12.24%
  • Gearing59.0
  • Premium8.81%
  • Implied Volatility23.06%
  • 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 Maturity101day(s)
  • Board Lot500
  • Outstanding Qty (M)6.24
  • Outstanding Qty8.91%
Last Update : 20-09-2024 10:30(15 mins delayed)

Underlying

2823 ISHARES A50

12.09+0.020(+0.17%)

Bid
12.09
Ask
12.10
  • Last12.09
  • Open12.02
  • High12.09
  • Low12.02
Last Update : 20-09-2024 10:30 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) -0.07
  • Put ($Million) +0.04

5 Days

  • Call ($Million) -
  • Put ($Million) -
Last Update : 19-09-2024