Non-collateralized Nature of Structured Products

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Terms and Indicators

25703 CIBAIDU@EP2412A

Put / Underlying: 9888 Baidu

Terms and Indicators

  • NameCIBAIDU@EP2412A
  • TypeStandard
  • Call/PutPut
  • Conversion Ratio0.1
  • Delta15.71%
  • Vega6.54%
  • Theta-10.6307
  • Strike70
  • Moneyness8.7 OTM
  • Effective Gearing19.1
  • Hist. Vol of Underlying (30-days)33.22%
  • Gearing121.7
  • Premium9.50%
  • Implied Volatility42.53%
  • Maturity Date (D-M-Y)10/12/2024
  • Listing Date (D-M-Y)11/06/2024
  • Last Trading Date (D-M-Y)04/12/2024
  • Time to Maturity18day(s)
  • Board Lot500
  • Outstanding Qty (M)0.38
  • Outstanding Qty0.96%
Last Update : 22-11-2024 16:20(15 mins delayed)

Underlying

9888 Baidu

76.65-7.200(-8.59%)

Bid
76.60
Ask
76.65
  • Last76.65
  • Open79.30
  • High79.30
  • Low75.20
Last Update : 22-11-2024 16:20 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) +3.27
  • Put ($Million) +5.75

5 Days

  • Call ($Million) +0.04
  • Put ($Million) +0.06
Last Update : 22-11-2024