Non-collateralized Nature of Structured Products

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Terms and Indicators

20708 CIBAIDU@EC2604A

Call / Underlying: 9888 Baidu

Terms and Indicators

  • NameCIBAIDU@EC2604A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.02
  • Delta36.6%
  • Vega3.59%
  • Theta-0.9323
  • Strike147.88
  • Moneyness17.4 OTM
  • Effective Gearing5.7
  • Hist. Vol of Underlying (30-days)45.18%
  • Gearing15.6
  • Premium23.79%
  • Implied Volatility48.40%
  • Maturity Date (D-M-Y)30/04/2026
  • Listing Date (D-M-Y)19/09/2025
  • Last Trading Date (D-M-Y)24/04/2026
  • Time to Maturity139day(s)
  • Board Lot2,500
  • Outstanding Qty (M)6.59
  • Outstanding Qty16.48%
Last Update : 12-12-2025 16:20(15 mins delayed)

Underlying

9888 Baidu

126.00+2.200(+1.78%)

Bid
125.90
Ask
126.00
  • Last126.00
  • Open125.00
  • High126.40
  • Low124.30
Last Update : 12-12-2025 16:20 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) -0.52
  • Put ($Million) -2.06

5 Days

  • Call ($Million) -0.12
  • Put ($Million) +0.28
Last Update : 12-12-2025