Non-collateralized Nature of Structured Products

Home   /   Warrants   /   Warrants Speedy Check   /   Terms and Indicators

Terms and Indicators

26756 MS-HSBC@EC2501A

Call / Underlying: 0005 HSBC HOLDINGS

Terms and Indicators

  • NameMS-HSBC@EC2501A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.1024
  • Delta71.99%
  • Vega2.23%
  • Theta-0.6525
  • Strike68.292
  • Moneyness4.2 ITM
  • Effective Gearing11.5
  • Hist. Vol of Underlying (30-days)15.52%
  • Gearing16.0
  • Premium2.08%
  • Implied Volatility21.27%
  • Maturity Date (D-M-Y)23/01/2025
  • Listing Date (D-M-Y)08/08/2024
  • Last Trading Date (D-M-Y)17/01/2025
  • Time to Maturity62day(s)
  • Board Lot4,000
  • Outstanding Qty (M)0.00
  • Outstanding Qty0.00%
Last Update : 22-11-2024 16:20(15 mins delayed)

Underlying

0005 HSBC HOLDINGS

71.25-0.050(-0.07%)

Bid
71.25
Ask
71.30
  • Last71.25
  • Open71.50
  • High71.75
  • Low70.80
Last Update : 22-11-2024 16:20 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) -8.12
  • Put ($Million) -9.11

5 Days

  • Call ($Million) +0.02
  • Put ($Million) +0.14
Last Update : 22-11-2024