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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

0.150 +0.018 (+13.64%)

  • Day HighN/A
  • Day LowN/A
  • OpenN/A
  • Last Close0.132
  • Turnover
    ($K)
    0
  • Volume
    (K)
    0
Last Update: 04-08-2025 13:50 (15 mins delayed)
Bid*
0.150
Ask*
0.152
0.001
Underlying* 6.06 +0.08
*15 mins delayed
Listing Date
21-05-2025
Today
04-08-2025
Last Trading Date
17-11-2025
Maturity Date
21-11-2025

Terms and Indicators

  • NameMS-ICBC@EC2511A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio1
  • Delta29.19%
  • Vega7.59%
  • Theta-1.3586
  • Strike6.67
  • Moneyness10.1 OTM
  • Effective Gearing11.8
  • Hist. Vol of Underlying (30-days)19.47%
  • Gearing40.4
  • Premium12.54%
  • Implied Volatility26.52%
  • 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 Maturity109day(s)
  • Board Lot1,000
  • Outstanding Qty (M)0.50
  • Outstanding Qty0.63%
Last Update : 04-08-2025 13:50(15 mins delayed)

Underlying

1398 ICBC

6.06+0.080(+1.34%)

Bid
6.06
Ask
6.07
  • Last6.06
  • Open5.97
  • High6.13
  • Low5.97
Last Update : 04-08-2025 13:50 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) -0.06
  • Put ($Million) -0.37

5 Days

  • Call ($Million) -0.00
  • Put ($Million) +0.00
Last Update : 01-08-2025