Non-collateralized Nature of Structured Products

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Terms and Indicators

20356 HSBAIDU@EC2607A

Call / Underlying: 9888 Baidu

Terms and Indicators

  • NameHSBAIDU@EC2607A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.02
  • Delta46.62%
  • Vega2.68%
  • Theta-0.4959
  • Strike132.88
  • Moneyness11.9 OTM
  • Effective Gearing4.3
  • Hist. Vol of Underlying (30-days)44.75%
  • Gearing9.1
  • Premium22.90%
  • Implied Volatility50.63%
  • Maturity Date (D-M-Y)03/07/2026
  • Listing Date (D-M-Y)11/09/2025
  • Last Trading Date (D-M-Y)26/06/2026
  • Time to Maturity200day(s)
  • Board Lot2,500
  • Outstanding Qty (M)1.52
  • Outstanding Qty3.81%
Last Update : 15-12-2025 16:20(15 mins delayed)

Underlying

9888 Baidu

118.70-7.300(-5.79%)

Bid
118.70
Ask
118.80
  • Last118.70
  • Open122.10
  • High122.80
  • Low118.20
Last Update : 15-12-2025 16:20 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) -0.64
  • Put ($Million) -2.18

5 Days

  • Call ($Million) -0.11
  • Put ($Million) +0.29
Last Update : 12-12-2025