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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

26166 KSLIAUT@EC2509A

Call / Underlying: 2015 LI AUTO

Terms and Indicators

  • NameKSLIAUT@EC2509A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.01
  • Delta73.82%
  • Vega0.78%
  • Theta-0.3387
  • Strike98.88
  • Moneyness15.3 ITM
  • Effective Gearing3.1
  • Hist. Vol of Underlying (30-days)44.27%
  • Gearing4.2
  • Premium8.20%
  • Implied Volatility68.85%
  • Maturity Date (D-M-Y)30/09/2025
  • Listing Date (D-M-Y)10/07/2024
  • Last Trading Date (D-M-Y)24/09/2025
  • Time to Maturity116day(s)
  • Board Lot10,000
  • Outstanding Qty (M)0.51
  • Outstanding Qty1.02%
Last Update : 06-06-2025 16:20(15 mins delayed)

Underlying

2015 LI AUTO

116.80-(-%)

Bid
116.70
Ask
116.80
  • Last116.80
  • Open115.90
  • High116.80
  • Low113.60
Last Update : 06-06-2025 16:20 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) +0.04
  • Put ($Million) -0.11

5 Days

  • Call ($Million) -0.16
  • Put ($Million) +0.06
Last Update : 06-06-2025