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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

25657 MSCLIFE@EC2507A

Call / Underlying: 2628 CHINA LIFE

0.116 -0.004 (-3.33%)

  • Day High0.133
  • Day Low0.103
  • Open0.127
  • Last Close0.120
  • Turnover
    ($K)
    479
  • Volume
    (K)
    3,970
Last Update: 06-06-2025 16:20 (15 mins delayed)
Bid*
0.116
Ask*
0.119
0.001
Underlying* 16.68 -0.06
*15 mins delayed
Created with Highstock 4.2.509:3110:0011:0012/1314:0015:0016:000.110.120.130.140.1516.216.416.616.817
Warrants Price
Underlying Price
Listing Date
07-06-2024
Today
07-06-2025
Last Trading Date
18-07-2025
Maturity Date
24-07-2025

Terms and Indicators

  • NameMSCLIFE@EC2507A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.2
  • Delta40.31%
  • Vega3.94%
  • Theta-2.1196
  • Strike16.9
  • Moneyness1.3 OTM
  • Effective Gearing11.6
  • Hist. Vol of Underlying (30-days)30.19%
  • Gearing28.8
  • Premium4.80%
  • Implied Volatility36.59%
  • Maturity Date (D-M-Y)24/07/2025
  • Listing Date (D-M-Y)07/06/2024
  • Last Trading Date (D-M-Y)18/07/2025
  • Time to Maturity48day(s)
  • Board Lot5,000
  • Outstanding Qty (M)11.47
  • Outstanding Qty14.34%
Last Update : 06-06-2025 16:20(15 mins delayed)

Underlying

2628 CHINA LIFE

16.68-0.060(-0.36%)

Bid
16.68
Ask
16.70
  • Last16.68
  • Open16.80
  • High16.94
  • Low16.54
Last Update : 06-06-2025 16:20 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) -0.57
  • Put ($Million) -0.4

5 Days

  • Call ($Million) -0.02
  • Put ($Million) +0.05
Last Update : 06-06-2025