Non-collateralized Nature of Structured Products

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Terms and Indicators

28567 JPLIAUT@EC2504A

Call / Underlying: 2015 LI AUTO

Terms and Indicators

  • NameJPLIAUT@EC2504A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.01
  • Delta28.95%
  • Vega2.67%
  • Theta-1.1794
  • Strike145.1
  • Moneyness69.6 OTM
  • Effective Gearing3.5
  • Hist. Vol of Underlying (30-days)56.86%
  • Gearing12.2
  • Premium77.79%
  • Implied Volatility92.01%
  • Maturity Date (D-M-Y)23/04/2025
  • Listing Date (D-M-Y)18/10/2024
  • Last Trading Date (D-M-Y)15/04/2025
  • Time to Maturity152day(s)
  • Board Lot10,000
  • Outstanding Qty (M)0.13
  • Outstanding Qty0.19%
Last Update : 22-11-2024 16:20(15 mins delayed)

Underlying

2015 LI AUTO

85.55-3.200(-3.61%)

Bid
85.50
Ask
85.55
  • Last85.55
  • Open88.00
  • High88.90
  • Low85.35
Last Update : 22-11-2024 16:20 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) -0.08
  • Put ($Million) +0.02

5 Days

  • Call ($Million) -0.00
  • Put ($Million) -0.03
Last Update : 22-11-2024