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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

14659 CICLIFE@EC2509A

Call / Underlying: 2628 CHINA LIFE

0.065 +0.005 (+8.33%)

  • Day High0.066
  • Day Low0.066
  • Open0.066
  • Last Close0.060
  • Turnover
    ($K)
    111
  • Volume
    (K)
    1,680
Last Update: 07-05-2025 16:20 (15 mins delayed)
Bid*
0.064
Ask*
0.065
0.001
Underlying* 14.80 +0.22
*15 mins delayed
Created with Highstock 4.2.509:3110:0011:0012/1314:0015:0016:000.060.0650.070.0750.0814.814.91515.115.2
Warrants Price
Underlying Price
Listing Date
10-03-2025
Today
08-05-2025
Last Trading Date
19-09-2025
Maturity Date
25-09-2025

Terms and Indicators

  • NameCICLIFE@EC2509A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.2
  • Delta16.64%
  • Vega6.78%
  • Theta-1.6535
  • Strike20.05
  • Moneyness35.5 OTM
  • Effective Gearing7.6
  • Hist. Vol of Underlying (30-days)59.04%
  • Gearing45.5
  • Premium37.67%
  • Implied Volatility46.19%
  • Maturity Date (D-M-Y)25/09/2025
  • Listing Date (D-M-Y)10/03/2025
  • Last Trading Date (D-M-Y)19/09/2025
  • Time to Maturity141day(s)
  • Board Lot5,000
  • Outstanding Qty (M)2.04
  • Outstanding Qty2.92%
Last Update : 07-05-2025 16:20(15 mins delayed)

Underlying

2628 CHINA LIFE

14.80+0.220(+1.51%)

Bid
14.78
Ask
14.80
  • Last14.80
  • Open15.00
  • High15.12
  • Low14.78
Last Update : 07-05-2025 16:20 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) -0.47
  • Put ($Million) -0.5

5 Days

  • Call ($Million) +0.02
  • Put ($Million) +0.25
Last Update : 07-05-2025