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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

15265 CI-SMIC@EC2509A

Call / Underlying: 0981 SMIC

Terms and Indicators

  • NameCI-SMIC@EC2509A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.02
  • Delta39.5%
  • Vega2.85%
  • Theta-0.8589
  • Strike56.85
  • Moneyness19.7 OTM
  • Effective Gearing4.7
  • Hist. Vol of Underlying (30-days)76.25%
  • Gearing11.9
  • Premium28.11%
  • Implied Volatility57.68%
  • Maturity Date (D-M-Y)23/09/2025
  • Listing Date (D-M-Y)26/03/2025
  • Last Trading Date (D-M-Y)17/09/2025
  • Time to Maturity144day(s)
  • Board Lot25,000
  • Outstanding Qty (M)51.50
  • Outstanding Qty51.50%
Last Update : 02-05-2025 16:20(15 mins delayed)

Underlying

0981 SMIC

47.50+0.600(+1.28%)

Bid
47.45
Ask
47.50
  • Last47.50
  • Open47.45
  • High47.80
  • Low46.10
Last Update : 02-05-2025 16:20 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) +1.37
  • Put ($Million) +2.39

5 Days

  • Call ($Million) +0.04
  • Put ($Million) +0.07
Last Update : 02-05-2025