Non-collateralized Nature of Structured Products

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Terms and Indicators

21928 BP-NIO @EC2605A

Call / Underlying: 9866 NIO-SW

Terms and Indicators

  • NameBP-NIO @EC2605A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.02
  • Delta22.63%
  • Vega1.97%
  • Theta-9.2460
  • Strike68.71
  • Moneyness33.8 OTM
  • Effective Gearing6.3
  • Hist. Vol of Underlying (30-days)63.33%
  • Gearing27.8
  • Premium37.41%
  • Implied Volatility135.51%
  • Maturity Date (D-M-Y)12/05/2026
  • Listing Date (D-M-Y)31/10/2025
  • Last Trading Date (D-M-Y)06/05/2026
  • Time to Maturity20day(s)
  • Board Lot500
  • Outstanding Qty (M)59.50
  • Outstanding Qty85.01%
Last Update : 22-04-2026 16:20(15 mins delayed)

Underlying

9866 NIO-SW

51.35-1.300(-2.47%)

Bid
51.30
Ask
51.35
  • Last51.35
  • Open52.00
  • High52.15
  • Low51.25
Last Update : 22-04-2026 16:20 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) -0.03
  • Put ($Million) -0.65

5 Days

  • Call ($Million) +0.04
  • Put ($Million) +0.10
Last Update : 21-04-2026