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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

0.063 +0.008 (+14.55%)

  • Day High0.066
  • Day Low0.061
  • Open0.061
  • Last Close0.055
  • Turnover
    ($K)
    22
  • Volume
    (K)
    350
Last Update: 03-06-2025 16:20 (15 mins delayed)
Bid*
0.061
Ask*
0.063
0.001
Underlying* 16.08 +0.22
*15 mins delayed
Created with Highstock 4.2.509:3110:0011:0012/1314:0015:0016:000.0550.060.0650.070.07515.91616.116.216.3
Warrants Price
Underlying Price
Listing Date
10-03-2025
Today
04-06-2025
Last Trading Date
19-09-2025
Maturity Date
25-09-2025

Terms and Indicators

  • NameCICLIFE@EC2509A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.2
  • Delta17.62%
  • Vega7.17%
  • Theta-1.8805
  • Strike20.05
  • Moneyness24.7 OTM
  • Effective Gearing9.0
  • Hist. Vol of Underlying (30-days)30.12%
  • Gearing51.0
  • Premium26.65%
  • Implied Volatility41.69%
  • 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 Maturity114day(s)
  • Board Lot5,000
  • Outstanding Qty (M)2.42
  • Outstanding Qty3.45%
Last Update : 03-06-2025 16:20(15 mins delayed)

Underlying

2628 CHINA LIFE

16.08+0.220(+1.39%)

Bid
16.08
Ask
16.10
  • Last16.08
  • Open15.86
  • High16.16
  • Low15.84
Last Update : 03-06-2025 16:20 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) +0.18
  • Put ($Million) +1.50

5 Days

  • Call ($Million) +0.00
  • Put ($Million) +0.01
Last Update : 03-06-2025