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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

16155 CTBAIDU@EP2510A

Put / Underlying: 9888 Baidu

Terms and Indicators

  • NameCTBAIDU@EP2510A
  • TypeStandard
  • Call/PutPut
  • Conversion Ratio0.02
  • Delta9.77%
  • Vega6.88%
  • Theta-4.1137
  • Strike67.45
  • Moneyness20.9 OTM
  • Effective Gearing9.8
  • Hist. Vol of Underlying (30-days)32.94%
  • Gearing100.4
  • Premium21.92%
  • Implied Volatility49.67%
  • Maturity Date (D-M-Y)02/10/2025
  • Listing Date (D-M-Y)22/04/2025
  • Last Trading Date (D-M-Y)25/09/2025
  • Time to Maturity57day(s)
  • Board Lot2,500
  • Outstanding Qty (M)0.09
  • Outstanding Qty0.11%
Last Update : 06-08-2025 16:20(15 mins delayed)

Underlying

9888 Baidu

85.30-0.700(-0.81%)

Bid
85.25
Ask
85.30
  • Last85.30
  • Open85.00
  • High85.50
  • Low84.35
Last Update : 06-08-2025 16:20 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) +0.60
  • Put ($Million) +2.28

5 Days

  • Call ($Million) +0.00
  • Put ($Million) -0.04
Last Update : 05-08-2025