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Non-collateralized Nature of Structured Products
Terms | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Code | 27786 | ||||||||
| Underlying | CSOP A50 ETF | ||||||||
| Call/Put | Call | ||||||||
| Issuer | JP | ||||||||
| Warrant Price | 0.021 | ||||||||
| Strike | 15.85 | ||||||||
| Maturity Date (D-M-Y) | 29-08-2025 | ||||||||
| Conversion Ratio | 0.2 | ||||||||
| Board Lot | 1,000 | ||||||||
| Total Issue (Million) | 210 | ||||||||
| Last Trading Date (D-M-Y) | 25-08-2025 | ||||||||
| Time to Maturity | 101day(s) | ||||||||
Indicators | |||||||||
| Implied Volatility | 26.35%% | ||||||||
| Hist. Vol (30-days) | 35.16% | ||||||||
| Effective Gearing | 15.3X | ||||||||
| Gearing | 126.2X | ||||||||
| Premium | 20.42% | ||||||||
| Outstanding Quantity (M) | 87.65 | ||||||||
| Outstanding Quantity | 41.74% | ||||||||
| Moneyness | 19.6 OTM | ||||||||
| Theta | -2.5553% | ||||||||
| Delta | 12.12% | ||||||||
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