Non-collateralized Nature of Structured Products

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Terms and Indicators

18494 MSCLIFE@EC2406A

Call / Underlying: 2628 CHINA LIFE

RT Quote

Terms and Indicators

  • NameMSCLIFE@EC2406A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.2
  • Delta6.37%
  • Vega8.86%
  • Theta-4.0118
  • Strike15.02
  • Moneyness60 OTM
  • Effective Gearing9.2
  • Hist. Vol of Underlying (30-days)36.12%
  • Gearing144.5
  • Premium60.65%
  • Implied Volatility55.41%
  • Maturity Date (D-M-Y)25/06/2024
  • Listing Date (D-M-Y)24/07/2023
  • Last Trading Date (D-M-Y)19/06/2024
  • Time to Maturity89day(s)
  • Board Lot5,000
  • Outstanding Qty (M)2.06
  • Outstanding Qty3.02%
Last Update : 28-03-2024 16:35

Underlying

2628 CHINA LIFE

9.39+0.460(+5.15%)

Bid
9.37
Ask
9.39
  • Last9.39
  • Open8.91
  • High9.45
  • Low8.91
Last Update : 28-03-2024 16:35 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) +0.30
  • Put ($Million) +0.34

5 Days

  • Call ($Million) +0.19
  • Put ($Million) +0.18
Last Update : 27-03-2024