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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

13773 JP-SMIC@EC2511A

Call / Underlying: 0981 SMIC

0.047 -0.004 (-7.84%)

  • Day High0.049
  • Day Low0.047
  • Open0.048
  • Last Close0.051
  • Turnover
    ($K)
    117
  • Volume
    (K)
    2,402
Last Update: 06-06-2025 16:20 (15 mins delayed)
Bid*
0.046
Ask*
0.047
0.001
Underlying* 40.20 -2.05
*15 mins delayed
Created with Highstock 4.2.509:3110:0011:0012/1314:0015:0016:000.0480.050.0520.0540.0564041424344
Warrants Price
Underlying Price
Listing Date
18-02-2025
Today
08-06-2025
Last Trading Date
17-11-2025
Maturity Date
21-11-2025

Terms and Indicators

  • NameJP-SMIC@EC2511A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.02
  • Delta24.96%
  • Vega3.67%
  • Theta-1.1335
  • Strike64.05
  • Moneyness59.3 OTM
  • Effective Gearing4.3
  • Hist. Vol of Underlying (30-days)33.54%
  • Gearing17.1
  • Premium65.17%
  • Implied Volatility72.19%
  • Maturity Date (D-M-Y)21/11/2025
  • Listing Date (D-M-Y)18/02/2025
  • Last Trading Date (D-M-Y)17/11/2025
  • Time to Maturity168day(s)
  • Board Lot2,500
  • Outstanding Qty (M)56.47
  • Outstanding Qty56.47%
Last Update : 06-06-2025 16:20(15 mins delayed)

Underlying

0981 SMIC

40.20-2.050(-4.85%)

Bid
40.20
Ask
40.50
  • Last40.20
  • Open42.50
  • High42.70
  • Low40.20
Last Update : 06-06-2025 16:20 (15 mins delayed)

Documents

  • -

Warrants Funds Flow (+) Flow In (-) Flow Out

1 Day

  • Call ($Million) +0.51
  • Put ($Million) +2.08

5 Days

  • Call ($Million) +0.02
  • Put ($Million) +0.19
Last Update : 06-06-2025