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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
  • Delta48.45%
  • Vega4.33%
  • Theta-0.7305
  • Strike93.55
  • Moneyness1.5 OTM
  • Effective Gearing9.3
  • Hist. Vol of Underlying (30-days)19.70%
  • Gearing19.2
  • Premium6.73%
  • Implied Volatility26.42%
  • 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 Maturity119day(s)
  • Board Lot20,000
  • Outstanding Qty (M)5.88
  • Outstanding Qty2.94%
Last Update : 03-06-2025 16:15(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 16:15 (15 mins delayed)

Documents

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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