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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

13240 BPCLIFE@EC2507B

Call / Underlying: 2628 CHINA LIFE

0.119 - (-%)

  • Day High0.128
  • Day Low0.119
  • Open0.128
  • Last Close0.119
  • Turnover
    ($K)
    15
  • Volume
    (K)
    120
Last Update: 06-06-2025 16:20 (15 mins delayed)
Bid*
0.118
Ask*
0.121
0.001
Underlying* 16.68 -0.06
*15 mins delayed
Created with Highstock 4.2.509:3110:0011:0012/1314:0015:0016:000.110.120.130.140.1516.216.416.616.817
Warrants Price
Underlying Price
Listing Date
23-01-2025
Today
07-06-2025
Last Trading Date
18-07-2025
Maturity Date
24-07-2025

Terms and Indicators

  • NameBPCLIFE@EC2507B
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.2
  • Delta40.56%
  • Vega3.85%
  • Theta-2.1059
  • Strike16.9
  • Moneyness1.3 OTM
  • Effective Gearing11.4
  • Hist. Vol of Underlying (30-days)30.19%
  • Gearing28.0
  • Premium4.89%
  • Implied Volatility37.25%
  • Maturity Date (D-M-Y)24/07/2025
  • Listing Date (D-M-Y)23/01/2025
  • Last Trading Date (D-M-Y)18/07/2025
  • Time to Maturity48day(s)
  • Board Lot5,000
  • Outstanding Qty (M)0.95
  • Outstanding Qty1.36%
Last Update : 06-06-2025 16:20(15 mins delayed)

Underlying

2628 CHINA LIFE

16.68-0.060(-0.36%)

Bid
16.68
Ask
16.70
  • Last16.68
  • Open16.80
  • High16.94
  • Low16.54
Last Update : 06-06-2025 16:20 (15 mins delayed)

Documents

  • -

Warrants Funds Flow (+) Flow In (-) Flow Out

1 Day

  • Call ($Million) -0.57
  • Put ($Million) -0.4

5 Days

  • Call ($Million) -0.02
  • Put ($Million) +0.05
Last Update : 06-06-2025