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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

26871 HSLIAUT@EC2509A

Call / Underlying: 2015 LI AUTO

Terms and Indicators

  • NameHSLIAUT@EC2509A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.01
  • Delta72.28%
  • Vega0.77%
  • Theta-0.3885
  • Strike98.93
  • Moneyness14.3 ITM
  • Effective Gearing3.0
  • Hist. Vol of Underlying (30-days)44.27%
  • Gearing4.2
  • Premium9.56%
  • Implied Volatility76.03%
  • Maturity Date (D-M-Y)23/09/2025
  • Listing Date (D-M-Y)13/08/2024
  • Last Trading Date (D-M-Y)17/09/2025
  • Time to Maturity109day(s)
  • Board Lot10,000
  • Outstanding Qty (M)2.16
  • Outstanding Qty3.09%
Last Update : 06-06-2025 13:30(15 mins delayed)

Underlying

2015 LI AUTO

115.40-1.400(-1.20%)

Bid
115.40
Ask
115.50
  • Last115.40
  • Open115.90
  • High116.00
  • Low113.60
Last Update : 06-06-2025 13:30 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) +0.09
  • Put ($Million) -0.84

5 Days

  • Call ($Million) -0.18
  • Put ($Million) +0.26
Last Update : 05-06-2025