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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

25577 HSCLIFE@EC2507A

Call / Underlying: 2628 CHINA LIFE

Terms and Indicators

  • NameHSCLIFE@EC2507A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.2
  • Delta35.35%
  • Vega4.29%
  • Theta-2.3598
  • Strike16.9
  • Moneyness3.7 OTM
  • Effective Gearing11.3
  • Hist. Vol of Underlying (30-days)29.73%
  • Gearing32.0
  • Premium6.81%
  • Implied Volatility39.06%
  • Maturity Date (D-M-Y)24/07/2025
  • Listing Date (D-M-Y)04/06/2024
  • Last Trading Date (D-M-Y)18/07/2025
  • Time to Maturity50day(s)
  • Board Lot5,000
  • Outstanding Qty (M)9.63
  • Outstanding Qty12.04%
Last Update : 04-06-2025 13:30(15 mins delayed)

Underlying

2628 CHINA LIFE

16.30+0.220(+1.37%)

Bid
16.30
Ask
16.32
  • Last16.30
  • Open16.04
  • High16.38
  • Low16.04
Last Update : 04-06-2025 13:30 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) +0.18
  • Put ($Million) +1.50

5 Days

  • Call ($Million) +0.00
  • Put ($Million) +0.01
Last Update : 03-06-2025