Non-collateralized Nature of Structured Products

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Terms and Indicators

24126 JPBAIDU@EP2607B

Put / Underlying: 9888 Baidu

Terms and Indicators

  • NameJPBAIDU@EP2607B
  • TypeStandard
  • Call/PutPut
  • Conversion Ratio0.01
  • Delta66.3%
  • Vega0.80%
  • Theta-0.2228
  • Strike131.8
  • Moneyness21.1 ITM
  • Effective Gearing2.5
  • Hist. Vol of Underlying (30-days)41.54%
  • Gearing3.8
  • Premium5.06%
  • Implied Volatility54.95%
  • Maturity Date (D-M-Y)31/07/2026
  • Listing Date (D-M-Y)07/01/2026
  • Last Trading Date (D-M-Y)27/07/2026
  • Time to Maturity120day(s)
  • Board Lot5,000
  • Outstanding Qty (M)0.00
  • Outstanding Qty0.00%
Last Update : 02-04-2026 16:20(15 mins delayed)

Underlying

9888 Baidu

108.80-0.800(-0.73%)

Bid
108.70
Ask
108.80
  • Last108.80
  • Open109.00
  • High109.90
  • Low107.50
Last Update : 02-04-2026 16:20 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) -0.05
  • Put ($Million) +0.79

5 Days

  • Call ($Million) +0.04
  • Put ($Million) -0.05
Last Update : 02-04-2026