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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

25680 MBBAIDU@EC2607A

Call / Underlying: 9888 Baidu

0.177 +0.006 (+3.51%)

  • Day High0.181
  • Day Low0.176
  • Open0.177
  • Last Close0.171
  • Turnover
    ($K)
    12
  • Volume
    (K)
    65
Last Update: 02-05-2025 16:20 (15 mins delayed)
Bid*
0.176
Ask*
0.177
0.001
Underlying* 87.45 +1.00
*15 mins delayed
Created with Highstock 4.2.509:3110:0011:0012/1314:0015:0016:000.170.1750.180.1850.198788899091
Warrants Price
Underlying Price
Listing Date
11-06-2024
Today
06-05-2025
Last Trading Date
29-06-2026
Maturity Date
03-07-2026

Terms and Indicators

  • NameMBBAIDU@EC2607A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.02
  • Delta30.89%
  • Vega3.61%
  • Theta-0.4344
  • Strike168.88
  • Moneyness93.1 OTM
  • Effective Gearing3.1
  • Hist. Vol of Underlying (30-days)67.07%
  • Gearing9.9
  • Premium103.24%
  • Implied Volatility65.48%
  • Maturity Date (D-M-Y)03/07/2026
  • Listing Date (D-M-Y)11/06/2024
  • Last Trading Date (D-M-Y)29/06/2026
  • Time to Maturity427day(s)
  • Board Lot2,500
  • Outstanding Qty (M)0.53
  • Outstanding Qty1.31%
Last Update : 02-05-2025 16:20(15 mins delayed)

Underlying

9888 Baidu

87.45+1.000(+1.16%)

Bid
87.45
Ask
87.50
  • Last87.45
  • Open87.30
  • High88.45
  • Low86.15
Last Update : 02-05-2025 16:20 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) +0.07
  • Put ($Million) -1.42

5 Days

  • Call ($Million) +0.13
  • Put ($Million) +0.43
Last Update : 02-05-2025