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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

26646 UBLIAUT@EC2509A

Call / Underlying: 2015 LI AUTO

0.097 -0.032 (-24.81%)

  • Day High0.114
  • Day Low0.099
  • Open0.114
  • Last Close0.129
  • Turnover
    ($K)
    130
  • Volume
    (K)
    1,240
Last Update: 06-08-2025 16:20 (15 mins delayed)
Bid*
0.096
Ask*
0.097
0.001
Underlying* 97.30 -5.50
*15 mins delayed
Listing Date
02-08-2024
Today
06-08-2025
Last Trading Date
17-09-2025
Maturity Date
23-09-2025

Terms and Indicators

  • NameUBLIAUT@EC2509A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.01
  • Delta53.03%
  • Vega1.46%
  • Theta-1.5559
  • Strike98.93
  • Moneyness1.7 OTM
  • Effective Gearing5.3
  • Hist. Vol of Underlying (30-days)56.51%
  • Gearing10.0
  • Premium11.64%
  • Implied Volatility73.37%
  • Maturity Date (D-M-Y)23/09/2025
  • Listing Date (D-M-Y)02/08/2024
  • Last Trading Date (D-M-Y)17/09/2025
  • Time to Maturity48day(s)
  • Board Lot10,000
  • Outstanding Qty (M)0.14
  • Outstanding Qty0.20%
Last Update : 06-08-2025 16:20(15 mins delayed)

Underlying

2015 LI AUTO

97.30-5.500(-5.35%)

Bid
97.25
Ask
97.30
  • Last97.30
  • Open100.80
  • High100.80
  • Low97.05
Last Update : 06-08-2025 16:20 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) +1.65
  • Put ($Million) +2.93

5 Days

  • Call ($Million) +0.02
  • Put ($Million) -0.01
Last Update : 06-08-2025