Non-collateralized Nature of Structured Products

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Terms and Indicators

21094 SGCLIFE@EC2410A

Call / Underlying: 2628 CHINA LIFE

Terms and Indicators

  • NameSGCLIFE@EC2410A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.2
  • Delta57.13%
  • Vega2.57%
  • Theta-1.8952
  • Strike13.82
  • Moneyness1.1 ITM
  • Effective Gearing12.6
  • Hist. Vol of Underlying (30-days)30.44%
  • Gearing22.0
  • Premium3.40%
  • Implied Volatility32.84%
  • Maturity Date (D-M-Y)28/10/2024
  • Listing Date (D-M-Y)13/11/2023
  • Last Trading Date (D-M-Y)22/10/2024
  • Time to Maturity32day(s)
  • Board Lot5,000
  • Outstanding Qty (M)1.79
  • Outstanding Qty2.56%
Last Update : 26-09-2024 16:20(15 mins delayed)

Underlying

2628 CHINA LIFE

13.98+0.660(+4.96%)

Bid
13.96
Ask
13.98
  • Last13.98
  • Open13.50
  • High14.04
  • Low13.28
Last Update : 26-09-2024 16:20 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) +0.73
  • Put ($Million) -2.31

5 Days

  • Call ($Million) -0.05
  • Put ($Million) +1.00
Last Update : 26-09-2024