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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

25864 JPBAIDU@EC2512A

Call / Underlying: 9888 Baidu

Terms and Indicators

  • NameJPBAIDU@EC2512A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.01
  • Delta31.41%
  • Vega4.57%
  • Theta-0.7448
  • Strike105.1
  • Moneyness25.7 OTM
  • Effective Gearing5.5
  • Hist. Vol of Underlying (30-days)33.98%
  • Gearing17.4
  • Premium31.46%
  • Implied Volatility44.96%
  • Maturity Date (D-M-Y)24/12/2025
  • Listing Date (D-M-Y)21/06/2024
  • Last Trading Date (D-M-Y)18/12/2025
  • Time to Maturity201day(s)
  • Board Lot5,000
  • Outstanding Qty (M)24.56
  • Outstanding Qty16.37%
Last Update : 06-06-2025 16:20(15 mins delayed)

Underlying

9888 Baidu

83.60-0.350(-0.42%)

Bid
83.60
Ask
83.65
  • Last83.60
  • Open83.95
  • High84.20
  • Low83.10
Last Update : 06-06-2025 16:20 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) -0.09
  • Put ($Million) -1.22

5 Days

  • Call ($Million) +0.00
  • Put ($Million) -0.02
Last Update : 06-06-2025