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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

16748 MS-ICBC@EC2511A

Call / Underlying: 1398 ICBC

0.265 -0.010 (-3.64%)

  • Day High0.325
  • Day Low0.320
  • Open0.325
  • Last Close0.275
  • Turnover
    ($K)
    453
  • Volume
    (K)
    1,411
Last Update: 11-07-2025 16:20 (15 mins delayed)
Bid*
0.265
Ask*
0.270
0.001
Underlying* 6.21 -0.06
*15 mins delayed
Listing Date
21-05-2025
Today
12-07-2025
Last Trading Date
17-11-2025
Maturity Date
21-11-2025

Terms and Indicators

  • NameMS-ICBC@EC2511A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio1
  • Delta38.76%
  • Vega5.41%
  • Theta-0.8670
  • Strike6.67
  • Moneyness7.4 OTM
  • Effective Gearing9.1
  • Hist. Vol of Underlying (30-days)21.44%
  • Gearing23.4
  • Premium11.67%
  • Implied Volatility28.24%
  • Maturity Date (D-M-Y)21/11/2025
  • Listing Date (D-M-Y)21/05/2025
  • Last Trading Date (D-M-Y)17/11/2025
  • Time to Maturity133day(s)
  • Board Lot1,000
  • Outstanding Qty (M)0.00
  • Outstanding Qty0.00%
Last Update : 11-07-2025 16:20(15 mins delayed)

Underlying

1398 ICBC

6.21-0.060(-0.96%)

Bid
6.21
Ask
6.22
  • Last6.21
  • Open6.28
  • High6.40
  • Low6.21
Last Update : 11-07-2025 16:20 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) -0.79
  • Put ($Million) -2.71

5 Days

  • Call ($Million) +0.00
  • Put ($Million) +0.07
Last Update : 11-07-2025