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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

24968 BP-NTES@EC2507A

Call / Underlying: 9999 NTES-S

Terms and Indicators

  • NameBP-NTES@EC2507A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.02
  • Delta13.14%
  • Vega7.58%
  • Theta-7.8585
  • Strike230
  • Moneyness16.6 OTM
  • Effective Gearing16.2
  • Hist. Vol of Underlying (30-days)45.33%
  • Gearing123.3
  • Premium17.38%
  • Implied Volatility44.71%
  • Maturity Date (D-M-Y)03/07/2025
  • Listing Date (D-M-Y)09/05/2024
  • Last Trading Date (D-M-Y)26/06/2025
  • Time to Maturity30day(s)
  • Board Lot5,000
  • Outstanding Qty (M)3.21
  • Outstanding Qty8.01%
Last Update : 03-06-2025 16:20(15 mins delayed)

Underlying

9999 NTES-S

197.30+4.600(+2.39%)

Bid
197.30
Ask
197.40
  • Last197.30
  • Open197.90
  • High199.40
  • Low196.10
Last Update : 03-06-2025 16:20 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) +0.43
  • Put ($Million) +0.51

5 Days

  • Call ($Million) -0.13
  • Put ($Million) +0.19
Last Update : 02-06-2025