Non-collateralized Nature of Structured Products

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Terms and Indicators

23527 BI-HSBC@EC2412A

Call / Underlying: 0005 HSBC HOLDINGS

Terms and Indicators

  • NameBI-HSBC@EC2412A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.1024
  • Delta85.49%
  • Vega0.99%
  • Theta-0.4547
  • Strike66.406
  • Moneyness6.8 ITM
  • Effective Gearing11.3
  • Hist. Vol of Underlying (30-days)15.52%
  • Gearing13.3
  • Premium0.74%
  • Implied Volatility21.52%
  • Maturity Date (D-M-Y)31/12/2024
  • Listing Date (D-M-Y)29/02/2024
  • Last Trading Date (D-M-Y)20/12/2024
  • Time to Maturity39day(s)
  • Board Lot4,000
  • Outstanding Qty (M)0.02
  • 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