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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

17755 CICLIFE@EC2511A

Call / Underlying: 2628 CHINA LIFE

Terms and Indicators

  • NameCICLIFE@EC2511A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.2
  • Delta53.62%
  • Vega2.44%
  • Theta-0.6867
  • Strike22.13
  • Moneyness-0.0 ATM
  • Effective Gearing6.1
  • Hist. Vol of Underlying (30-days)35.27%
  • Gearing11.3
  • Premium8.86%
  • Implied Volatility41.89%
  • Maturity Date (D-M-Y)21/11/2025
  • Listing Date (D-M-Y)23/06/2025
  • Last Trading Date (D-M-Y)17/11/2025
  • Time to Maturity109day(s)
  • Board Lot5,000
  • Outstanding Qty (M)0.51
  • Outstanding Qty0.84%
Last Update : 04-08-2025 12:05(15 mins delayed)

Underlying

2628 CHINA LIFE

22.12-0.030(-0.14%)

Bid
22.10
Ask
22.12
  • Last22.12
  • Open21.64
  • High22.22
  • Low21.58
Last Update : 04-08-2025 12:05 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) -2.71
  • Put ($Million) -9.28

5 Days

  • Call ($Million) -0.55
  • Put ($Million) -0.34
Last Update : 01-08-2025