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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

15757 MS-HSBC@EC2512A

Call / Underlying: 0005 HSBC HOLDINGS

0.365 +0.015 (+4.29%)

  • Day HighN/A
  • Day LowN/A
  • OpenN/A
  • Last Close0.350
  • Turnover
    ($K)
    0
  • Volume
    (K)
    0
Last Update: 08-07-2025 16:20 (15 mins delayed)
Bid*
0.365
Ask*
0.375
0.001
Underlying* 96.25 +1.00
*15 mins delayed
Listing Date
10-04-2025
Today
08-07-2025
Last Trading Date
18-12-2025
Maturity Date
24-12-2025

Terms and Indicators

  • NameMS-HSBC@EC2512A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.02
  • Delta84.58%
  • Vega0.83%
  • Theta-0.1362
  • Strike78.99
  • Moneyness17.9 ITM
  • Effective Gearing4.5
  • Hist. Vol of Underlying (30-days)11.54%
  • Gearing5.3
  • Premium1.03%
  • Implied Volatility30.60%
  • Maturity Date (D-M-Y)24/12/2025
  • Listing Date (D-M-Y)10/04/2025
  • Last Trading Date (D-M-Y)18/12/2025
  • Time to Maturity169day(s)
  • Board Lot20,000
  • Outstanding Qty (M)0.00
  • Outstanding Qty0.00%
Last Update : 08-07-2025 16:20(15 mins delayed)

Underlying

0005 HSBC HOLDINGS

96.25+1.000(+1.05%)

Bid
96.20
Ask
96.25
  • Last96.25
  • Open95.50
  • High96.25
  • Low95.40
Last Update : 08-07-2025 16:20 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) -0.52
  • Put ($Million) +1.56

5 Days

  • Call ($Million) -0.1
  • Put ($Million) -0.07
Last Update : 08-07-2025