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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

15784 SG-HSBC@EC2510A

Call / Underlying: 0005 HSBC HOLDINGS

0.087 -0.001 (-1.14%)

  • Day High0.101
  • Day Low0.099
  • Open0.100
  • Last Close0.088
  • Turnover
    ($K)
    48
  • Volume
    (K)
    480
Last Update: 03-06-2025 16:20 (15 mins delayed)
Bid*
0.085
Ask*
0.087
0.001
Underlying* 92.15 -0.35
*15 mins delayed
Listing Date
10-04-2025
Today
03-06-2025
Last Trading Date
02-10-2025
Maturity Date
09-10-2025

Terms and Indicators

  • NameSG-HSBC@EC2510A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.02
  • Delta48.08%
  • Vega4.96%
  • Theta-0.6941
  • Strike93.5
  • Moneyness1.5 OTM
  • Effective Gearing10.2
  • Hist. Vol of Underlying (30-days)19.70%
  • Gearing21.2
  • Premium6.19%
  • Implied Volatility23.18%
  • Maturity Date (D-M-Y)09/10/2025
  • Listing Date (D-M-Y)10/04/2025
  • Last Trading Date (D-M-Y)02/10/2025
  • Time to Maturity128day(s)
  • Board Lot20,000
  • Outstanding Qty (M)0.80
  • Outstanding Qty0.40%
Last Update : 03-06-2025 16:20(15 mins delayed)

Underlying

0005 HSBC HOLDINGS

92.15-0.350(-0.38%)

Bid
92.15
Ask
92.20
  • Last92.15
  • Open92.90
  • High93.75
  • Low92.05
Last Update : 03-06-2025 16:20 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) +4.02
  • Put ($Million) +3.19

5 Days

  • Call ($Million) +0.17
  • Put ($Million) +0.35
Last Update : 02-06-2025