Non-collateralized Nature of Structured Products

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Terms and Indicators

22709 JPFTA50@EC2412A

Call / Underlying: 2823 ISHARES A50

RT Quote

Terms and Indicators

  • NameJPFTA50@EC2412A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.2
  • Delta48.1%
  • Vega4.54%
  • Theta-0.4324
  • Strike12.95
  • Moneyness3.8 OTM
  • Effective Gearing6.9
  • Hist. Vol of Underlying (30-days)16.28%
  • Gearing14.4
  • Premium10.70%
  • Implied Volatility25.75%
  • 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 Maturity255day(s)
  • Board Lot500
  • Outstanding Qty (M)6.00
  • Outstanding Qty8.57%
Last Update : 19-04-2024 16:35

Underlying

2823 ISHARES A50

12.48-0.090(-0.72%)

Bid
12.48
Ask
12.51
  • Last12.48
  • Open12.57
  • High12.57
  • Low12.42
Last Update : 19-04-2024 16:35 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) +0.05
  • Put ($Million) +0.02

5 Days

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