Non-collateralized Nature of Structured Products

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Terms and Indicators

10008 JP-S&P @EP2603B

Put / Underlying: SPX S&P 500

Terms and Indicators

  • NameJP-S&P @EP2603B
  • TypeStandard
  • Call/PutPut
  • Conversion Ratio0.00006
  • Delta20.57%
  • Vega6.40%
  • Theta-23.8079
  • Strike6,400
  • Moneyness4.1 OTM
  • Effective Gearing33.2
  • Hist. Vol of Underlying (30-days)N/A
  • Gearing161.2
  • Premium4.71%
  • Implied Volatility37.62%
  • Maturity Date (D-M-Y)20/03/2026
  • Listing Date (D-M-Y)19/09/2025
  • Last Trading Date (D-M-Y)16/03/2026
  • Time to Maturity7day(s)
  • Board Lot10,000
  • Outstanding Qty (M)0.78
  • Outstanding Qty0.78%
Last Update : 13-03-2026 16:20(15 mins delayed)

Underlying

SPX S&P 500

6,672.62-103.180(-1.52%)

Bid
N/A
Ask
N/A
  • Last6,672.62
  • Open6,740.88
  • High6,740.88
  • Low6,670.40
Last Update : 13-03-2026 16:20 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) -0.01
  • Put ($Million) +0.01

5 Days

  • Call ($Million) +0.06
  • Put ($Million) -0.17
Last Update : 13-03-2026