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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
  • Delta33.07%
  • Vega8.15%
  • Theta-1.1029
  • Strike98
  • Moneyness6.3 OTM
  • Effective Gearing13.0
  • Hist. Vol of Underlying (30-days)19.70%
  • Gearing39.2
  • Premium8.90%
  • Implied Volatility21.82%
  • 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 Maturity122day(s)
  • Board Lot4,000
  • Outstanding Qty (M)2.01
  • Outstanding Qty5.03%
Last Update : 03-06-2025 16:20(15 mins delayed)

Underlying

0005 HSBC HOLDINGS

92.15-0.350(-0.38%)

Bid
92.15
Ask
92.20
  • Last92.15
  • Open92.90
  • High93.75
  • Low92.05
Last Update : 03-06-2025 16:20 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) +4.02
  • Put ($Million) +3.19

5 Days

  • Call ($Million) +0.17
  • Put ($Million) +0.35
Last Update : 02-06-2025