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Non-collateralized Nature of Structured Products
Terms | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Code | 28106 | ||||||||
| Underlying | CSOP A50 ETF | ||||||||
| Call/Put | Put | ||||||||
| Issuer | JP | ||||||||
| Warrant Price | 0.093 | ||||||||
| Strike | 12.87 | ||||||||
| Maturity Date (D-M-Y) | 15-08-2025 | ||||||||
| Conversion Ratio | 0.2 | ||||||||
| Board Lot | 1,000 | ||||||||
| Total Issue (Million) | 40 | ||||||||
| Last Trading Date (D-M-Y) | 11-08-2025 | ||||||||
| Time to Maturity | 56day(s) | ||||||||
Indicators | |||||||||
| Implied Volatility | 29.63%% | ||||||||
| Hist. Vol (30-days) | 12.99% | ||||||||
| Effective Gearing | 11.2X | ||||||||
| Gearing | 28.3X | ||||||||
| Premium | 5.74% | ||||||||
| Outstanding Quantity (M) | 0.33 | ||||||||
| Outstanding Quantity | 0.81% | ||||||||
| Moneyness | 2.2 OTM | ||||||||
| Theta | -1.5312% | ||||||||
| Delta | 39.67% | ||||||||
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