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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

Terms and Indicators

  • NameUBLIAUT@EC2509A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.01
  • Delta67.55%
  • Vega0.90%
  • Theta-0.6514
  • Strike98.93
  • Moneyness9.0 ITM
  • Effective Gearing3.7
  • Hist. Vol of Underlying (30-days)40.15%
  • Gearing5.5
  • Premium9.14%
  • Implied Volatility75.53%
  • 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 Maturity74day(s)
  • Board Lot10,000
  • Outstanding Qty (M)0.04
  • Outstanding Qty0.06%
Last Update : 11-07-2025 16:20(15 mins delayed)

Underlying

2015 LI AUTO

108.70+1.600(+1.49%)

Bid
108.60
Ask
108.70
  • Last108.70
  • Open106.60
  • High109.50
  • Low106.40
Last Update : 11-07-2025 16:20 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) +0.20
  • Put ($Million) +0.19

5 Days

  • Call ($Million) +0.02
  • Put ($Million) -0.08
Last Update : 11-07-2025