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Non-collateralized Nature of Structured Products
Terms | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Code | 26871 | ||||||||
| Underlying | LI AUTO | ||||||||
| Call/Put | Call | ||||||||
| Issuer | HS | ||||||||
| Warrant Price | 0.167 | ||||||||
| 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 | 96day(s) | ||||||||
Indicators | |||||||||
| Implied Volatility | 72.88%% | ||||||||
| Hist. Vol (30-days) | 48.12% | ||||||||
| Effective Gearing | 3.7X | ||||||||
| Gearing | 6.1X | ||||||||
| Premium | 13.47% | ||||||||
| Outstanding Quantity (M) | 1.97 | ||||||||
| Outstanding Quantity | 2.81% | ||||||||
| Moneyness | 2.9 ITM | ||||||||
| Theta | -0.6522% | ||||||||
| Delta | 60.95% | ||||||||
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