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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

15771 JPCLIFE@EC2510B

Call / Underlying: 2628 CHINA LIFE

Terms and Indicators

  • NameJPCLIFE@EC2510B
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.1
  • Delta48.74%
  • Vega2.85%
  • Theta-0.7063
  • Strike16.88
  • Moneyness1.6 OTM
  • Effective Gearing6.1
  • Hist. Vol of Underlying (30-days)30.19%
  • Gearing12.6
  • Premium9.51%
  • Implied Volatility41.98%
  • Maturity Date (D-M-Y)09/10/2025
  • Listing Date (D-M-Y)10/04/2025
  • Last Trading Date (D-M-Y)02/10/2025
  • Time to Maturity125day(s)
  • Board Lot10,000
  • Outstanding Qty (M)0.61
  • Outstanding Qty0.87%
Last Update : 06-06-2025 13:55(15 mins delayed)

Underlying

2628 CHINA LIFE

16.62-0.120(-0.72%)

Bid
16.62
Ask
16.64
  • Last16.62
  • Open16.80
  • High16.94
  • Low16.54
Last Update : 06-06-2025 13:55 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) -0.62
  • Put ($Million) +0.46

5 Days

  • Call ($Million) +0.07
  • Put ($Million) +0.07
Last Update : 05-06-2025