Non-collateralized Nature of Structured Products

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Terms and Indicators

22794 JPBAIDU@EC2406A

Call / Underlying: 9888 Baidu

RT Quote

Terms and Indicators

  • NameJPBAIDU@EC2406A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.02
  • Delta10.39%
  • Vega8.92%
  • Theta-4.2159
  • Strike120.1
  • Moneyness29.8 OTM
  • Effective Gearing12.0
  • Hist. Vol of Underlying (30-days)39.18%
  • Gearing115.6
  • Premium30.70%
  • Implied Volatility43.30%
  • Maturity Date (D-M-Y)25/06/2024
  • Listing Date (D-M-Y)18/01/2024
  • Last Trading Date (D-M-Y)19/06/2024
  • Time to Maturity67day(s)
  • Board Lot2,500
  • Outstanding Qty (M)31.75
  • Outstanding Qty45.36%
Last Update : 19-04-2024 16:35

Underlying

9888 Baidu

92.50-1.050(-1.12%)

Bid
92.45
Ask
92.50
  • Last92.50
  • Open92.60
  • High92.95
  • Low91.35
Last Update : 19-04-2024 16:35 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) -0.24
  • Put ($Million) -0.37

5 Days

  • Call ($Million) -0.01
  • Put ($Million) -0.07
Last Update : 19-04-2024