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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

15474 CI-ICBC@EC2511A

Call / Underlying: 1398 ICBC

0.204 -0.030 (-12.82%)

  • Day High0.214
  • Day Low0.197
  • Open0.206
  • Last Close0.234
  • Turnover
    ($K)
    31
  • Volume
    (K)
    150
Last Update: 22-07-2025 16:20 (15 mins delayed)
Bid*
0.204
Ask*
0.210
0.001
Underlying* 6.08 -0.06
*15 mins delayed
Listing Date
01-04-2025
Today
23-07-2025
Last Trading Date
24-11-2025
Maturity Date
28-11-2025

Terms and Indicators

  • NameCI-ICBC@EC2511A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio1
  • Delta33.59%
  • Vega6.46%
  • Theta-1.0360
  • Strike6.66
  • Moneyness9.5 OTM
  • Effective Gearing10.0
  • Hist. Vol of Underlying (30-days)20.59%
  • Gearing29.8
  • Premium12.89%
  • Implied Volatility27.59%
  • Maturity Date (D-M-Y)28/11/2025
  • Listing Date (D-M-Y)01/04/2025
  • Last Trading Date (D-M-Y)24/11/2025
  • Time to Maturity129day(s)
  • Board Lot1,000
  • Outstanding Qty (M)6.37
  • Outstanding Qty15.93%
Last Update : 22-07-2025 16:20(15 mins delayed)

Underlying

1398 ICBC

6.08-0.060(-0.98%)

Bid
6.07
Ask
6.08
  • Last6.08
  • Open6.16
  • High6.17
  • Low6.05
Last Update : 22-07-2025 16:20 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) +0.64
  • Put ($Million) +0.56

5 Days

  • Call ($Million) -0.05
  • Put ($Million) -0.01
Last Update : 22-07-2025