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Non-collateralized Nature of Structured Products
Terms | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Code | 24812 | ||||||||
| Underlying | CAM CSI300 | ||||||||
| Call/Put | Call | ||||||||
| Issuer | MB | ||||||||
| Warrant Price | 0.048 | ||||||||
| Strike | 50.88 | ||||||||
| Maturity Date (D-M-Y) | 03-10-2025 | ||||||||
| Conversion Ratio | 0.1 | ||||||||
| Board Lot | 2,000 | ||||||||
| Total Issue (Million) | 40 | ||||||||
| Last Trading Date (D-M-Y) | 26-09-2025 | ||||||||
| Time to Maturity | 137day(s) | ||||||||
Indicators | |||||||||
| Implied Volatility | 23.26%% | ||||||||
| Hist. Vol (30-days) | 35.73% | ||||||||
| Effective Gearing | 14.2X | ||||||||
| Gearing | 91.0X | ||||||||
| Premium | 17.64% | ||||||||
| Outstanding Quantity (M) | 13.86 | ||||||||
| Outstanding Quantity | 34.66% | ||||||||
| Moneyness | 16.5 OTM | ||||||||
| Theta | -1.6854% | ||||||||
| Delta | 15.6% | ||||||||
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