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24878 JP-HSBC@EC2812A

Call / Underlying: 0005 HSBC HOLDINGS

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
14878 HSBC HOLDINGS 0005 DS 90 23.3 ITM 39.30% 13-02-2026  
16087 HSBC HOLDINGS 0005 SG 88.05 24.9 ITM N/A 17-12-2025  
16325 HSBC HOLDINGS 0005 BP 88.05 24.9 ITM N/A 17-12-2025  
16345 HSBC HOLDINGS 0005 BI 88.05 24.9 ITM N/A 17-12-2025  
22483 HSBC HOLDINGS 0005 HU 145 23.6 OTM 25.04% 29-09-2026  
22551 HSBC HOLDINGS 0005 BP 148 26.2 OTM 29.76% 02-06-2026  
22630 HSBC HOLDINGS 0005 BI 145.1 23.7 OTM 27.47% 22-09-2026  
22660 HSBC HOLDINGS 0005 KS 86.797 26.0 ITM 26.34% 08-12-2028  
22817 HSBC HOLDINGS 0005 GJ 145.1 23.7 OTM 27.29% 22-09-2026  
25416 HSBC HOLDINGS 0005 CT 86.84 26.0 ITM 48.01% 01-12-2028  
25679 HSBC HOLDINGS 0005 MS 86.847 26.0 ITM 24.65% 01-12-2028  
25730 HSBC HOLDINGS 0005 BI 86.84 26.0 ITM 24.49% 01-12-2028  
25877 HSBC HOLDINGS 0005 UB 86.847 26.0 ITM 26.54% 01-12-2028  

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Terms

Code 24878          
Underlying HSBC HOLDINGS          
Call/Put Call          
Issuer JP          
Warrant Price 0.600          
Strike 86.797          
Maturity Date (D-M-Y) 01-12-2028          
Conversion Ratio 0.0205          
Board Lot 2,000          
Total Issue (Million) 400          
Last Trading Date (D-M-Y) 27-11-2028          
Time to Maturity 1085day(s)          

Indicators

Implied Volatility 25.54%%          
Hist. Vol (30-days) 20.25%          
Effective Gearing 3.1X          
Gearing 4.0X          
Premium -1.03%          
Outstanding Quantity (M) 41.28          
Outstanding Quantity 10.32%          
Moneyness 26.0 ITM          
Theta -0.0493%          
Delta 78.3%          
Last Update : 12-12-2025 16:20 (15 mins delayed)