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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

13397 BP-HSBC@EC2510C

Call / Underlying: 0005 HSBC HOLDINGS

Terms and Indicators

  • NameBP-HSBC@EC2510C
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.1
  • Delta46.5%
  • Vega5.70%
  • Theta-1.0509
  • Strike98
  • Moneyness1 OTM
  • Effective Gearing13.9
  • Hist. Vol of Underlying (30-days)11.70%
  • Gearing29.9
  • Premium4.33%
  • Implied Volatility20.76%
  • Maturity Date (D-M-Y)03/10/2025
  • Listing Date (D-M-Y)07/02/2025
  • Last Trading Date (D-M-Y)26/09/2025
  • Time to Maturity85day(s)
  • Board Lot4,000
  • Outstanding Qty (M)2.36
  • Outstanding Qty5.90%
Last Update : 10-07-2025 16:20(15 mins delayed)

Underlying

0005 HSBC HOLDINGS

97.05+0.350(+0.36%)

Bid
97.00
Ask
97.05
  • Last97.05
  • Open96.75
  • High97.25
  • Low96.60
Last Update : 10-07-2025 16:20 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) +0.86
  • Put ($Million) +0.71

5 Days

  • Call ($Million) -0.01
  • Put ($Million) +0.21
Last Update : 10-07-2025