Monte Carlo Analysis: FBMKLCI

Out-of-money structured FBMKLCI put warrant (code: 06502L) shall be expiring on 31 July 2017. It has a strike price of 1,625.00 which is significantly below the current index price of FBMKLCI of 1,791.31 (16 June 2017).


What is the likely chance that this put warrant will be in-the-money upon its expiry?

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