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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

17049 MS-HSBC@EC2601A

Call / Underlying: 0005 HSBC HOLDINGS

Terms and Indicators

  • NameMS-HSBC@EC2601A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.02
  • Delta51.36%
  • Vega4.61%
  • Theta-0.5382
  • Strike95.05
  • Moneyness0.2 ITM
  • Effective Gearing9.3
  • Hist. Vol of Underlying (30-days)18.00%
  • Gearing18.1
  • Premium5.30%
  • Implied Volatility22.61%
  • Maturity Date (D-M-Y)02/01/2026
  • Listing Date (D-M-Y)30/05/2025
  • Last Trading Date (D-M-Y)24/12/2025
  • Time to Maturity154day(s)
  • Board Lot20,000
  • Outstanding Qty (M)0.70
  • Outstanding Qty0.71%
Last Update : 01-08-2025 16:20(15 mins delayed)

Underlying

0005 HSBC HOLDINGS

95.25-0.900(-0.94%)

Bid
95.25
Ask
95.30
  • Last95.25
  • Open95.50
  • High95.95
  • Low95.00
Last Update : 01-08-2025 16:20 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) +0.23
  • Put ($Million) +10.22

5 Days

  • Call ($Million) -0.22
  • Put ($Million) -0.91
Last Update : 01-08-2025