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25679 MS-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 22.5 ITM 41.87% 13-02-2026  
16087 HSBC HOLDINGS 0005 SG 88.05 24.2 ITM N/A 17-12-2025  
16325 HSBC HOLDINGS 0005 BP 88.05 24.2 ITM N/A 17-12-2025  
16345 HSBC HOLDINGS 0005 BI 88.05 24.2 ITM N/A 17-12-2025  
22483 HSBC HOLDINGS 0005 HU 145 24.8 OTM 25.61% 29-09-2026  
22551 HSBC HOLDINGS 0005 BP 148 27.4 OTM 30.16% 02-06-2026  
22630 HSBC HOLDINGS 0005 BI 145.1 24.9 OTM 27.25% 22-09-2026  
22660 HSBC HOLDINGS 0005 KS 86.797 25.3 ITM 26.09% 08-12-2028  
22817 HSBC HOLDINGS 0005 GJ 145.1 24.9 OTM 26.98% 22-09-2026  
24878 HSBC HOLDINGS 0005 JP 86.797 25.3 ITM 26.34% 01-12-2028  
25416 HSBC HOLDINGS 0005 CT 86.84 25.3 ITM 49.81% 01-12-2028  
25730 HSBC HOLDINGS 0005 BI 86.84 25.3 ITM 26.27% 01-12-2028  
25877 HSBC HOLDINGS 0005 UB 86.847 25.3 ITM 27.32% 01-12-2028  

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Terms

Code 25679          
Underlying HSBC HOLDINGS          
Call/Put Call          
Issuer MS          
Warrant Price 0.570          
Strike 86.847          
Maturity Date (D-M-Y) 01-12-2028          
Conversion Ratio 0.0205          
Board Lot 2,000          
Total Issue (Million) 199          
Last Trading Date (D-M-Y) 27-11-2028          
Time to Maturity 1082day(s)          

Indicators

Implied Volatility 24.51%%          
Hist. Vol (30-days) 21.62%          
Effective Gearing 3.3X          
Gearing 4.2X          
Premium -1.31%          
Outstanding Quantity (M) 33.68          
Outstanding Quantity 16.92%          
Moneyness 25.3 ITM          
Theta -0.0507%          
Delta 77.91%          
Last Update : 15-12-2025 16:20 (15 mins delayed)