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27101 CI-HSBC@EC2607A

Call / Underlying: 0005 HSBC HOLDINGS

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
13056 HSBC HOLDINGS 0005 SG 114.18 2.7 ITM 25.29% 15-06-2026  
13073 HSBC HOLDINGS 0005 SG 118.98 1.4 OTM 24.53% 07-09-2026  
13113 HSBC HOLDINGS 0005 JP 118.98 1.4 OTM 25.31% 07-09-2026  
13411 HSBC HOLDINGS 0005 BP 118.9 1.4 OTM 24.71% 07-09-2026  
14022 HSBC HOLDINGS 0005 JP 114.18 2.7 ITM 26.47% 12-06-2026  
14700 HSBC HOLDINGS 0005 CT 118.8 1.3 OTM 25.54% 07-09-2026  
18715 HSBC HOLDINGS 0005 BP 125 6.6 OTM 21.67% 03-02-2026  
18863 HSBC HOLDINGS 0005 MS 125.1 6.7 OTM 21.28% 27-01-2026  
18901 HSBC HOLDINGS 0005 UB 118.88 1.3 OTM 19.43% 03-02-2026  
19085 HSBC HOLDINGS 0005 JP 118.98 1.4 OTM 19.20% 27-01-2026  
19098 HSBC HOLDINGS 0005 CT 118.98 1.4 OTM 19.80% 27-01-2026  
19105 HSBC HOLDINGS 0005 BI 118.98 1.4 OTM 19.80% 27-01-2026  
19206 HSBC HOLDINGS 0005 GJ 118.98 1.4 OTM 21.46% 27-01-2026  
20152 HSBC HOLDINGS 0005 HU 118.98 1.4 OTM 20.10% 27-01-2026  
20526 HSBC HOLDINGS 0005 GJ 125.1 6.7 OTM 19.43% 27-01-2026  
21037 HSBC HOLDINGS 0005 JP 125.1 6.7 OTM 20.95% 27-01-2026  
21119 HSBC HOLDINGS 0005 UB 125.1 6.7 OTM 20.87% 27-01-2026  
21396 HSBC HOLDINGS 0005 UB 108.88 7.2 ITM 27.40% 27-07-2026  
21556 HSBC HOLDINGS 0005 JP 109.99 6.2 ITM 28.06% 15-07-2026  
21589 HSBC HOLDINGS 0005 BI 110.2 6.1 ITM 27.70% 27-07-2026  
22073 HSBC HOLDINGS 0005 BP 114 2.8 ITM 26.53% 12-06-2026  
22569 HSBC HOLDINGS 0005 MS 114.18 2.7 ITM 25.38% 12-06-2026  
23009 HSBC HOLDINGS 0005 GJ 110.09 6.1 ITM 26.99% 08-07-2026  
26965 HSBC HOLDINGS 0005 BP 118 0.6 OTM 23.49% 05-05-2026  
27677 HSBC HOLDINGS 0005 UB 118.88 1.3 OTM 24.55% 14-09-2026  
27696 HSBC HOLDINGS 0005 UB 114.08 2.7 ITM 25.34% 22-06-2026  
27712 HSBC HOLDINGS 0005 SG 110.09 6.1 ITM 25.93% 08-07-2026  
29663 HSBC HOLDINGS 0005 BI 118.98 1.4 OTM 25.05% 07-09-2026  
29674 HSBC HOLDINGS 0005 BI 114.18 2.7 ITM 26.16% 12-06-2026  
29815 HSBC HOLDINGS 0005 MS 118.98 1.4 OTM 24.40% 07-09-2026  
29941 HSBC HOLDINGS 0005 CT 114.18 2.7 ITM 26.94% 12-06-2026  

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Terms

Code 27101          
Underlying HSBC HOLDINGS          
Call/Put Call          
Issuer CI          
Warrant Price 0.205          
Strike 113.88          
Maturity Date (D-M-Y) 27-07-2026          
Conversion Ratio 0.02          
Board Lot 20,000          
Total Issue (Million) 100          
Last Trading Date (D-M-Y) 21-07-2026          
Time to Maturity 227day(s)          

Indicators

Implied Volatility 27.57%%          
Hist. Vol (30-days) 20.25%          
Effective Gearing 6.4X          
Gearing 11.4X          
Premium 5.82%          
Outstanding Quantity (M) 0.32          
Outstanding Quantity 0.32%          
Moneyness 2.9 ITM          
Theta -0.3307%          
Delta 55.71%          
Last Update : 12-12-2025 16:20 (15 mins delayed)