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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

27110 BP-HSBC@EC2510B

Call / Underlying: 0005 HSBC HOLDINGS

Terms and Indicators

  • NameBP-HSBC@EC2510B
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.1
  • Delta94.9%
  • Vega0.24%
  • Theta-0.0826
  • Strike76
  • Moneyness21.0 ITM
  • Effective Gearing4.5
  • Hist. Vol of Underlying (30-days)11.54%
  • Gearing4.8
  • Premium-0.16%
  • Implied Volatility30.26%
  • Maturity Date (D-M-Y)03/10/2025
  • Listing Date (D-M-Y)28/08/2024
  • Last Trading Date (D-M-Y)26/09/2025
  • Time to Maturity87day(s)
  • Board Lot4,000
  • Outstanding Qty (M)0.06
  • Outstanding Qty0.16%
Last Update : 08-07-2025 16:20(15 mins delayed)

Underlying

0005 HSBC HOLDINGS

96.25+1.000(+1.05%)

Bid
96.20
Ask
96.25
  • Last96.25
  • Open95.50
  • High96.25
  • Low95.40
Last Update : 08-07-2025 16:20 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) -0.52
  • Put ($Million) +1.56

5 Days

  • Call ($Million) -0.1
  • Put ($Million) -0.07
Last Update : 08-07-2025