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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

16010 JP-HSBC@EC2509C

Call / Underlying: 0005 HSBC HOLDINGS

Terms and Indicators

  • NameJP-HSBC@EC2509C
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.02
  • Delta63.55%
  • Vega2.91%
  • Theta-0.6321
  • Strike93.55
  • Moneyness3.6 ITM
  • Effective Gearing10.5
  • Hist. Vol of Underlying (30-days)11.70%
  • Gearing16.4
  • Premium2.47%
  • Implied Volatility23.20%
  • Maturity Date (D-M-Y)30/09/2025
  • Listing Date (D-M-Y)15/04/2025
  • Last Trading Date (D-M-Y)24/09/2025
  • Time to Maturity82day(s)
  • Board Lot20,000
  • Outstanding Qty (M)4.94
  • Outstanding Qty2.47%
Last Update : 10-07-2025 16:20(15 mins delayed)

Underlying

0005 HSBC HOLDINGS

97.05+0.350(+0.36%)

Bid
97.00
Ask
97.05
  • Last97.05
  • Open96.75
  • High97.25
  • Low96.60
Last Update : 10-07-2025 16:20 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) +0.86
  • Put ($Million) +0.71

5 Days

  • Call ($Million) -0.01
  • Put ($Million) +0.21
Last Update : 10-07-2025