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Non-collateralized Nature of Structured Products
Terms | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Code | 26646 | ||||||||
| Underlying | LI AUTO | ||||||||
| Call/Put | Call | ||||||||
| Issuer | UB | ||||||||
| Warrant Price | 0.210 | ||||||||
| Strike | 98.93 | ||||||||
| Maturity Date (D-M-Y) | 23-09-2025 | ||||||||
| Conversion Ratio | 0.01 | ||||||||
| Board Lot | 10,000 | ||||||||
| Total Issue (Million) | 70 | ||||||||
| Last Trading Date (D-M-Y) | 17-09-2025 | ||||||||
| Time to Maturity | 92day(s) | ||||||||
Indicators | |||||||||
| Implied Volatility | 77.90%% | ||||||||
| Hist. Vol (30-days) | 46.07% | ||||||||
| Effective Gearing | 3.4X | ||||||||
| Gearing | 5.1X | ||||||||
| Premium | 11.46% | ||||||||
| Outstanding Quantity (M) | 0.04 | ||||||||
| Outstanding Quantity | 0.06% | ||||||||
| Moneyness | 8.1 ITM | ||||||||
| Theta | -0.5686% | ||||||||
| Delta | 66.28% | ||||||||
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