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Non-collateralized Nature of Structured Products
Terms | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Code | 28867 | ||||||||
| Underlying | SPDR GOLD TRUST | ||||||||
| Call/Put | Call | ||||||||
| Issuer | JP | ||||||||
| Warrant Price | 0.320 | ||||||||
| Strike | 2,350.88 | ||||||||
| Maturity Date (D-M-Y) | 23-09-2025 | ||||||||
| Conversion Ratio | 0.002 | ||||||||
| Board Lot | 2,500 | ||||||||
| Total Issue (Million) | 70 | ||||||||
| Last Trading Date (D-M-Y) | 17-09-2025 | ||||||||
| Time to Maturity | 124day(s) | ||||||||
Indicators | |||||||||
| Implied Volatility | 21.87%% | ||||||||
| Hist. Vol (30-days) | 34.76% | ||||||||
| Effective Gearing | 9.3X | ||||||||
| Gearing | 15.0X | ||||||||
| Premium | 4.45% | ||||||||
| Outstanding Quantity (M) | 12.67 | ||||||||
| Outstanding Quantity | 18.10% | ||||||||
| Moneyness | 2.2 ITM | ||||||||
| Theta | -0.4785% | ||||||||
| Delta | 61.6% | ||||||||
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