Non-collateralized Nature of Structured Products

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Terms and Indicators

22709 JPFTA50@EC2412A

Call / Underlying: 2823 ISHARES A50

Terms and Indicators

  • NameJPFTA50@EC2412A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.2
  • Delta67.65%
  • Vega2.18%
  • Theta-0.5417
  • Strike12.95
  • Moneyness6.8 ITM
  • Effective Gearing8.3
  • Hist. Vol of Underlying (30-days)24.25%
  • Gearing12.3
  • Premium1.37%
  • Implied Volatility26.80%
  • Maturity Date (D-M-Y)30/12/2024
  • Listing Date (D-M-Y)15/01/2024
  • Last Trading Date (D-M-Y)19/12/2024
  • Time to Maturity95day(s)
  • Board Lot500
  • Outstanding Qty (M)6.16
  • Outstanding Qty8.79%
Last Update : 26-09-2024 16:20(15 mins delayed)

Underlying

2823 ISHARES A50

13.89+0.790(+6.03%)

Bid
13.85
Ask
13.89
  • Last13.89
  • Open13.10
  • High13.91
  • Low13.05
Last Update : 26-09-2024 16:20 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) +0.37
  • Put ($Million) +0.04

5 Days

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