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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

26764 MS-ICBC@EC2812A

Call / Underlying: 1398 ICBC

Terms and Indicators

  • NameMS-ICBC@EC2812A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.2
  • Delta65.99%
  • Vega2.31%
  • Theta-0.0630
  • Strike4.89
  • Moneyness16.8 ITM
  • Effective Gearing3.1
  • Hist. Vol of Underlying (30-days)16.11%
  • Gearing4.7
  • Premium4.42%
  • Implied Volatility32.91%
  • Maturity Date (D-M-Y)19/12/2028
  • Listing Date (D-M-Y)08/08/2024
  • Last Trading Date (D-M-Y)13/12/2028
  • Time to Maturity1292day(s)
  • Board Lot5,000
  • Outstanding Qty (M)5.17
  • Outstanding Qty5.22%
Last Update : 06-06-2025 16:20(15 mins delayed)

Underlying

1398 ICBC

5.88-0.020(-0.34%)

Bid
5.88
Ask
5.89
  • Last5.88
  • Open5.91
  • High5.97
  • Low5.86
Last Update : 06-06-2025 16:20 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) -0.23
  • Put ($Million) -6.62

5 Days

  • Call ($Million) -0.00
  • Put ($Million) +0.13
Last Update : 06-06-2025