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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

22870 DSCSA50@EC2506A

Call / Underlying: 2822 CSOP A50 ETF

Terms and Indicators

  • NameDSCSA50@EC2506A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.2
  • Delta83.15%
  • Vega0.98%
  • Theta-0.8166
  • Strike12.35
  • Moneyness5.7 ITM
  • Effective Gearing13.1
  • Hist. Vol of Underlying (30-days)14.04%
  • Gearing15.8
  • Premium0.61%
  • Implied Volatility25.80%
  • Maturity Date (D-M-Y)25/06/2025
  • Listing Date (D-M-Y)22/01/2024
  • Last Trading Date (D-M-Y)19/06/2025
  • Time to Maturity22day(s)
  • Board Lot1,000
  • Outstanding Qty (M)0.15
  • Outstanding Qty0.21%
Last Update : 03-06-2025 16:20(15 mins delayed)

Underlying

2822 CSOP A50 ETF

13.10+0.100(+0.77%)

Bid
13.08
Ask
13.10
  • Last13.10
  • Open13.02
  • High13.15
  • Low12.99
Last Update : 03-06-2025 16:20 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) -0.00
  • Put ($Million) -0.52

5 Days

  • Call ($Million) +0.00
  • Put ($Million) +0.00
Last Update : 02-06-2025