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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

0.048 - (-%)

  • Day HighN/A
  • Day LowN/A
  • OpenN/A
  • Last Close0.048
  • Turnover
    ($K)
    0
  • Volume
    (K)
    0
Last Update: 23-09-2025 10:50 (15 mins delayed)
Bid*
0.047
Ask*
0.050
0.001
Underlying* 5.77 +0.03
*15 mins delayed
Listing Date
01-04-2025
Today
23-09-2025
Last Trading Date
24-11-2025
Maturity Date
28-11-2025

Terms and Indicators

  • NameCI-ICBC@EC2511A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio1
  • Delta14.04%
  • Vega11.42%
  • Theta-3.5817
  • Strike6.66
  • Moneyness15.4 OTM
  • Effective Gearing16.9
  • Hist. Vol of Underlying (30-days)17.54%
  • Gearing120.2
  • Premium16.26%
  • Implied Volatility28.42%
  • 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 Maturity66day(s)
  • Board Lot1,000
  • Outstanding Qty (M)8.22
  • Outstanding Qty20.56%
Last Update : 23-09-2025 10:50(15 mins delayed)

Underlying

1398 ICBC

5.77+0.030(+0.52%)

Bid
5.77
Ask
5.78
  • Last5.77
  • Open5.75
  • High5.78
  • Low5.69
Last Update : 23-09-2025 10:50 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) +0.57
  • Put ($Million) +3.40

5 Days

  • Call ($Million) +0.02
  • Put ($Million) +0.02
Last Update : 22-09-2025