Non-collateralized Nature of Structured Products

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16157 JPCSHIP@EC2512A

Call / Underlying: 1138 COSCO SHIP ENGY

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
15744 COSCO SHIP ENGY 1138 MB 7.28 25.1 ITM 67.94% 26-01-2026  

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Terms

Code 16157          
Underlying COSCO SHIP ENGY          
Call/Put Call          
Issuer JP          
Warrant Price 0.475          
Strike 7.38          
Maturity Date (D-M-Y) 24-12-2025          
Conversion Ratio 0.2          
Board Lot 10,000          
Total Issue (Million) 70          
Last Trading Date (D-M-Y) 18-12-2025          
Time to Maturity 9day(s)          

Indicators

Implied Volatility 109.27%%          
Hist. Vol (30-days) 53.95%          
Effective Gearing N/AX          
Gearing 4.1X          
Premium 0.36%          
Outstanding Quantity (M) 0.01          
Outstanding Quantity 0.01%          
Moneyness 24.1 ITM          
Theta -0.5318%          
Delta N/A          
Last Update : 15-12-2025 16:20 (15 mins delayed)