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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

27017 UB-NIO @EC2511A

Call / Underlying: 9866 NIO-SW

Terms and Indicators

  • NameUB-NIO @EC2511A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.02
  • Delta34.09%
  • Vega2.23%
  • Theta-1.1133
  • Strike44.93
  • Moneyness53.6 OTM
  • Effective Gearing3.4
  • Hist. Vol of Underlying (30-days)39.07%
  • Gearing9.9
  • Premium63.69%
  • Implied Volatility96.49%
  • Maturity Date (D-M-Y)25/11/2025
  • Listing Date (D-M-Y)22/08/2024
  • Last Trading Date (D-M-Y)19/11/2025
  • Time to Maturity137day(s)
  • Board Lot500
  • Outstanding Qty (M)1.31
  • Outstanding Qty2.18%
Last Update : 11-07-2025 16:20(15 mins delayed)

Underlying

9866 NIO-SW

29.25+1.650(+5.98%)

Bid
29.20
Ask
29.25
  • Last29.25
  • Open28.95
  • High30.00
  • Low28.95
Last Update : 11-07-2025 16:20 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) -0.18
  • Put ($Million) -0.06

5 Days

  • Call ($Million) -0.13
  • Put ($Million) -0.11
Last Update : 11-07-2025