Non-collateralized Nature of Structured Products

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Terms and Indicators

21811 BP-HSBC@EC2412A

Call / Underlying: 0005 HSBC HOLDINGS

Terms and Indicators

  • NameBP-HSBC@EC2412A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.2048
  • Delta85.36%
  • Vega0.91%
  • Theta-1.3644
  • Strike68.359
  • Moneyness4.1 ITM
  • Effective Gearing19.5
  • Hist. Vol of Underlying (30-days)15.52%
  • Gearing22.8
  • Premium0.33%
  • Implied Volatility23.06%
  • Maturity Date (D-M-Y)03/12/2024
  • Listing Date (D-M-Y)12/12/2023
  • Last Trading Date (D-M-Y)27/11/2024
  • Time to Maturity11day(s)
  • Board Lot2,000
  • Outstanding Qty (M)0.01
  • Outstanding Qty0.03%
Last Update : 22-11-2024 16:20(15 mins delayed)

Underlying

0005 HSBC HOLDINGS

71.25-0.050(-0.07%)

Bid
71.25
Ask
71.30
  • Last71.25
  • Open71.50
  • High71.75
  • Low70.80
Last Update : 22-11-2024 16:20 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) -8.12
  • Put ($Million) -9.11

5 Days

  • Call ($Million) +0.02
  • Put ($Million) +0.14
Last Update : 22-11-2024