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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

25416 CT-HSBC@EC2812A

Call / Underlying: 0005 HSBC HOLDINGS

Terms and Indicators

  • NameCT-HSBC@EC2812A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.0205
  • Delta67.37%
  • Vega2.00%
  • Theta-0.0612
  • Strike86.84
  • Moneyness10.2 ITM
  • Effective Gearing2.6
  • Hist. Vol of Underlying (30-days)11.76%
  • Gearing3.8
  • Premium16.06%
  • Implied Volatility38.39%
  • Maturity Date (D-M-Y)01/12/2028
  • Listing Date (D-M-Y)27/05/2024
  • Last Trading Date (D-M-Y)27/11/2028
  • Time to Maturity1241day(s)
  • Board Lot2,000
  • Outstanding Qty (M)0.03
  • Outstanding Qty0.04%
Last Update : 09-07-2025 16:20(15 mins delayed)

Underlying

0005 HSBC HOLDINGS

96.70+0.450(+0.47%)

Bid
96.70
Ask
96.75
  • Last96.70
  • Open96.00
  • High96.70
  • Low95.45
Last Update : 09-07-2025 16:20 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) -0.33
  • Put ($Million) +0.44

5 Days

  • Call ($Million) +0.15
  • Put ($Million) +0.10
Last Update : 09-07-2025