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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

16011 JP-HSBC@EC2509D

Call / Underlying: 0005 HSBC HOLDINGS

Terms and Indicators

  • NameJP-HSBC@EC2509D
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.02
  • Delta70.77%
  • Vega1.78%
  • Theta-0.3528
  • Strike85.93
  • Moneyness7.8 ITM
  • Effective Gearing6.5
  • Hist. Vol of Underlying (30-days)19.85%
  • Gearing9.2
  • Premium3.15%
  • Implied Volatility29.71%
  • 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 Maturity118day(s)
  • Board Lot20,000
  • Outstanding Qty (M)0.04
  • Outstanding Qty0.02%
Last Update : 04-06-2025 16:20(15 mins delayed)

Underlying

0005 HSBC HOLDINGS

93.15+1.000(+1.08%)

Bid
93.10
Ask
93.15
  • Last93.15
  • Open92.45
  • High93.15
  • Low92.35
Last Update : 04-06-2025 16:20 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) +0.55
  • Put ($Million) +2.73

5 Days

  • Call ($Million) +0.00
  • Put ($Million) +0.33
Last Update : 04-06-2025