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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

27005 JP-NIO @EC2511A

Call / Underlying: 9866 NIO-SW

Terms and Indicators

  • NameJP-NIO @EC2511A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.02
  • Delta35.74%
  • Vega2.18%
  • Theta-0.8672
  • Strike44.93
  • Moneyness63.4 OTM
  • Effective Gearing3.0
  • Hist. Vol of Underlying (30-days)56.34%
  • Gearing8.5
  • Premium75.20%
  • Implied Volatility97.55%
  • Maturity Date (D-M-Y)25/11/2025
  • Listing Date (D-M-Y)21/08/2024
  • Last Trading Date (D-M-Y)19/11/2025
  • Time to Maturity175day(s)
  • Board Lot500
  • Outstanding Qty (M)4.35
  • Outstanding Qty7.25%
Last Update : 03-06-2025 16:20(15 mins delayed)

Underlying

9866 NIO-SW

27.50-(-%)

Bid
27.50
Ask
27.55
  • Last27.50
  • Open27.65
  • High27.80
  • Low27.25
Last Update : 03-06-2025 16:20 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) -0.01
  • Put ($Million) -0.2

5 Days

  • Call ($Million) +0.10
  • Put ($Million) +0.09
Last Update : 03-06-2025