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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

0.094 +0.003 (+3.30%)

  • Day High0.096
  • Day Low0.088
  • Open0.088
  • Last Close0.091
  • Turnover
    ($K)
    2,647
  • Volume
    (K)
    28,180
Last Update: 02-05-2025 16:20 (15 mins delayed)
Bid*
0.094
Ask*
0.095
0.001
Underlying* 47.50 +0.60
*15 mins delayed
Created with Highstock 4.2.509:3110:0011:0012/1314:0015:0016:000.08750.090.09250.0950.097546.54747.54848.5
Warrants Price
Underlying Price
Listing Date
18-02-2025
Today
05-05-2025
Last Trading Date
17-11-2025
Maturity Date
21-11-2025

Terms and Indicators

  • NameJP-SMIC@EC2511A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.02
  • Delta37.2%
  • Vega2.83%
  • Theta-0.6725
  • Strike64.05
  • Moneyness34.8 OTM
  • Effective Gearing3.8
  • Hist. Vol of Underlying (30-days)76.25%
  • Gearing10.1
  • Premium44.74%
  • Implied Volatility66.22%
  • 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 Maturity203day(s)
  • Board Lot2,500
  • Outstanding Qty (M)18.83
  • Outstanding Qty18.83%
Last Update : 02-05-2025 16:20(15 mins delayed)

Underlying

0981 SMIC

47.50+0.600(+1.28%)

Bid
47.45
Ask
47.50
  • Last47.50
  • Open47.45
  • High47.80
  • Low46.10
Last Update : 02-05-2025 16:20 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) +1.37
  • Put ($Million) +2.39

5 Days

  • Call ($Million) +0.04
  • Put ($Million) +0.07
Last Update : 02-05-2025