Non-collateralized Nature of Structured Products

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Terms and Indicators

21556 JP-HSBC@EC2607B

Call / Underlying: 0005 HSBC HOLDINGS

Terms and Indicators

  • NameJP-HSBC@EC2607B
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.02
  • Delta61.69%
  • Vega2.74%
  • Theta-0.2852
  • Strike109.99
  • Moneyness6.2 ITM
  • Effective Gearing6.0
  • Hist. Vol of Underlying (30-days)20.25%
  • Gearing9.7
  • Premium4.04%
  • Implied Volatility28.06%
  • Maturity Date (D-M-Y)15/07/2026
  • Listing Date (D-M-Y)09/10/2025
  • Last Trading Date (D-M-Y)09/07/2026
  • Time to Maturity215day(s)
  • Board Lot20,000
  • Outstanding Qty (M)1.06
  • Outstanding Qty1.06%
Last Update : 12-12-2025 16:20(15 mins delayed)

Underlying

0005 HSBC HOLDINGS

117.30+3.300(+2.90%)

Bid
117.30
Ask
117.40
  • Last117.30
  • Open116.10
  • High117.90
  • Low116.00
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 ($Million) -0.88
  • Put ($Million) -3.4

5 Days

  • Call ($Million) +0.74
  • Put ($Million) +2.01
Last Update : 12-12-2025