Non-collateralized Nature of Structured Products

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Terms and Indicators

27042 BPBAIDU@EC2601A

Call / Underlying: 9888 Baidu

Terms and Indicators

  • NameBPBAIDU@EC2601A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.01
  • Delta95.67%
  • Vega0.19%
  • Theta-0.2092
  • Strike105
  • Moneyness11.5 ITM
  • Effective Gearing8.2
  • Hist. Vol of Underlying (30-days)44.75%
  • Gearing8.5
  • Premium0.17%
  • Implied Volatility30.38%
  • Maturity Date (D-M-Y)05/01/2026
  • Listing Date (D-M-Y)23/08/2024
  • Last Trading Date (D-M-Y)24/12/2025
  • Time to Maturity21day(s)
  • Board Lot5,000
  • Outstanding Qty (M)70.00
  • Outstanding Qty100.00%
Last Update : 15-12-2025 16:20(15 mins delayed)

Underlying

9888 Baidu

118.70-7.300(-5.79%)

Bid
118.70
Ask
118.80
  • Last118.70
  • Open122.10
  • High122.80
  • Low118.20
Last Update : 15-12-2025 16:20 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) -0.64
  • Put ($Million) -2.18

5 Days

  • Call ($Million) -0.11
  • Put ($Million) +0.29
Last Update : 12-12-2025