Non-collateralized Nature of Structured Products

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Terms and Indicators

18826 JPCSA50@EC2409A

Call / Underlying: 2822 CSOP A50 ETF

RT Quote

Terms and Indicators

  • NameJPCSA50@EC2409A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.2
  • Delta7.06%
  • Vega16.00%
  • Theta-2.2135
  • Strike16.17
  • Moneyness36.8 OTM
  • Effective Gearing12.8
  • Hist. Vol of Underlying (30-days)14.41%
  • Gearing181.8
  • Premium37.35%
  • Implied Volatility28.16%
  • Maturity Date (D-M-Y)25/09/2024
  • Listing Date (D-M-Y)03/08/2023
  • Last Trading Date (D-M-Y)19/09/2024
  • Time to Maturity159day(s)
  • Board Lot1,000
  • Outstanding Qty (M)2.49
  • Outstanding Qty3.56%
Last Update : 19-04-2024 16:35

Underlying

2822 CSOP A50 ETF

11.82-0.050(-0.42%)

Bid
11.80
Ask
11.82
  • Last11.82
  • Open11.86
  • High11.87
  • Low11.74
Last Update : 19-04-2024 16:35 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) +0.17
  • Put ($Million) +0.37

5 Days

  • Call ($Million) -
  • Put ($Million) +0.00
Last Update : 19-04-2024