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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

13257 MSXPENG@EC2506A

Call / Underlying: 9868 XPENG

0.210 -0.027 (-11.39%)

  • Day High0.217
  • Day Low0.215
  • Open0.217
  • Last Close0.237
  • Turnover
    ($K)
    2
  • Volume
    (K)
    10
Last Update: 06-05-2025 14:05 (15 mins delayed)
Bid*
0.209
Ask*
0.210
0.001
Underlying* 75.45 -2.25
*15 mins delayed
Created with Highstock 4.2.509:3110:0011:0012/1314:000.20.210.220.230.247576777879
Warrants Price
Underlying Price
Listing Date
24-01-2025
Today
06-05-2025
Last Trading Date
19-06-2025
Maturity Date
25-06-2025

Terms and Indicators

  • NameMSXPENG@EC2506A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.02
  • Delta53.63%
  • Vega1.06%
  • Theta-1.5852
  • Strike78.93
  • Moneyness4.6 OTM
  • Effective Gearing3.9
  • Hist. Vol of Underlying (30-days)93.33%
  • Gearing7.2
  • Premium18.53%
  • Implied Volatility105.95%
  • Maturity Date (D-M-Y)25/06/2025
  • Listing Date (D-M-Y)24/01/2025
  • Last Trading Date (D-M-Y)19/06/2025
  • Time to Maturity50day(s)
  • Board Lot5,000
  • Outstanding Qty (M)0.09
  • Outstanding Qty0.12%
Last Update : 06-05-2025 14:05(15 mins delayed)

Underlying

9868 XPENG

75.45-2.250(-2.90%)

Bid
75.40
Ask
75.45
  • Last75.45
  • Open77.60
  • High77.60
  • Low74.45
Last Update : 06-05-2025 14:05 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) +0.22
  • Put ($Million) -0.26

5 Days

  • Call ($Million) -0.04
  • Put ($Million) -0.1
Last Update : 02-05-2025