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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

26243 CTLIAUT@EC2509A

Call / Underlying: 2015 LI AUTO

Terms and Indicators

  • NameCTLIAUT@EC2509A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.01
  • Delta75.08%
  • Vega0.78%
  • Theta-0.3273
  • Strike98.93
  • Moneyness15.7 ITM
  • Effective Gearing3.3
  • Hist. Vol of Underlying (30-days)45.09%
  • Gearing4.4
  • Premium6.84%
  • Implied Volatility63.75%
  • Maturity Date (D-M-Y)23/09/2025
  • Listing Date (D-M-Y)15/07/2024
  • Last Trading Date (D-M-Y)17/09/2025
  • Time to Maturity111day(s)
  • Board Lot10,000
  • Outstanding Qty (M)0.02
  • Outstanding Qty0.03%
Last Update : 04-06-2025 12:05(15 mins delayed)

Underlying

2015 LI AUTO

117.40+1.000(+0.86%)

Bid
117.30
Ask
117.40
  • Last117.40
  • Open116.00
  • High120.30
  • Low115.60
Last Update : 04-06-2025 12:05 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) -0.51
  • Put ($Million) -0.51

5 Days

  • Call ($Million) +0.43
  • Put ($Million) +0.62
Last Update : 03-06-2025