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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

15769 JP-HSBC@EC2601A

Call / Underlying: 0005 HSBC HOLDINGS

Terms and Indicators

  • NameJP-HSBC@EC2601A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.02
  • Delta53.59%
  • Vega3.94%
  • Theta-0.4839
  • Strike95
  • Moneyness0.8 ITM
  • Effective Gearing8.1
  • Hist. Vol of Underlying (30-days)18.00%
  • Gearing15.2
  • Premium5.74%
  • Implied Volatility24.96%
  • Maturity Date (D-M-Y)09/01/2026
  • Listing Date (D-M-Y)10/04/2025
  • Last Trading Date (D-M-Y)05/01/2026
  • Time to Maturity161day(s)
  • Board Lot20,000
  • Outstanding Qty (M)7.16
  • Outstanding Qty7.16%
Last Update : 01-08-2025 10:25(15 mins delayed)

Underlying

0005 HSBC HOLDINGS

95.80-0.350(-0.36%)

Bid
95.75
Ask
95.80
  • Last95.80
  • Open95.50
  • High95.95
  • Low95.35
Last Update : 01-08-2025 10:25 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) +2.94
  • Put ($Million) +8.44

5 Days

  • Call ($Million) -0.86
  • Put ($Million) -0.74
Last Update : 31-07-2025