Non-collateralized Nature of Structured Products

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Terms and Indicators

21055 MSBAIDU@EC2603C

Call / Underlying: 9888 Baidu

Terms and Indicators

  • NameMSBAIDU@EC2603C
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.02
  • Delta23.67%
  • Vega4.33%
  • Theta-1.8808
  • Strike166.1
  • Moneyness31.8 OTM
  • Effective Gearing6.4
  • Hist. Vol of Underlying (30-days)45.18%
  • Gearing27.1
  • Premium35.52%
  • Implied Volatility58.98%
  • Maturity Date (D-M-Y)20/03/2026
  • Listing Date (D-M-Y)29/09/2025
  • Last Trading Date (D-M-Y)16/03/2026
  • Time to Maturity98day(s)
  • Board Lot2,500
  • Outstanding Qty (M)2.04
  • Outstanding Qty2.55%
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