Non-collateralized Nature of Structured Products

Home   /   Warrants   /   Warrants Speedy Check   /   Terms and Indicators

Terms and Indicators

20657 MBCSHEN@EC2112A

Call / Underlying: 1088 CHINA SHENHUA

RT Quote

Terms and Indicators

  • NameMBCSHEN@EC2112A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.2
  • Delta15.47%
  • Vega8.58%
  • Theta-1.7939
  • Strike18.88
  • Moneyness28.4 OTM
  • Effective Gearing9.5
  • Hist. Vol of Underlying (30-days)26.23%
  • Gearing61.2
  • Premium30.07%
  • Implied Volatility37.54%%
  • Maturity Date (D-M-Y)02/12/2021
  • Listing Date (D-M-Y)16/12/2020
  • Last Trading Date (D-M-Y)26/11/2021
  • Time to Maturity125day(s)
  • Board Lot2,500
  • Outstanding Qty (M)2.05
  • Outstanding Qty5.13%
Last Update : 30-07-2021 16:25

Underlying

1088 CHINA SHENHUA

14.70-0.020(-0.14%)

Bid
14.70
Ask
14.72
  • Last14.70
  • Open14.82
  • High15.08
  • Low14.64
Last Update : 30-07-2021 16:25 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) +0.05
  • Put ($Million) +0.10

5 Days

  • Call ($Million) -
  • Put ($Million) -
Last Update : 30-07-2021