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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

27190 SGLIAUT@EC2509A

Call / Underlying: 2015 LI AUTO

0.108 -0.021 (-16.28%)

  • Day High0.115
  • Day Low0.108
  • Open0.115
  • Last Close0.129
  • Turnover
    ($K)
    98
  • Volume
    (K)
    880
Last Update: 01-08-2025 10:00 (15 mins delayed)
Bid*
0.107
Ask*
0.108
0.001
Underlying* 100.70 -3.10
*15 mins delayed
Listing Date
03-09-2024
Today
01-08-2025
Last Trading Date
17-09-2025
Maturity Date
23-09-2025

Terms and Indicators

  • NameSGLIAUT@EC2509A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.01
  • Delta57.96%
  • Vega1.40%
  • Theta-1.1927
  • Strike98.93
  • Moneyness1.8 ITM
  • Effective Gearing5.4
  • Hist. Vol of Underlying (30-days)58.03%
  • Gearing9.3
  • Premium8.97%
  • Implied Volatility64.39%
  • Maturity Date (D-M-Y)23/09/2025
  • Listing Date (D-M-Y)03/09/2024
  • Last Trading Date (D-M-Y)17/09/2025
  • Time to Maturity53day(s)
  • Board Lot10,000
  • Outstanding Qty (M)7.41
  • Outstanding Qty6.17%
Last Update : 01-08-2025 10:00(15 mins delayed)

Underlying

2015 LI AUTO

100.70-3.100(-2.99%)

Bid
100.60
Ask
100.70
  • Last100.70
  • Open102.20
  • High102.70
  • Low100.20
Last Update : 01-08-2025 10:00 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) +0.68
  • Put ($Million) +5.53

5 Days

  • Call ($Million) -0.02
  • Put ($Million) -0.1
Last Update : 31-07-2025