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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

0.270 - (-%)

  • Day HighN/A
  • Day LowN/A
  • OpenN/A
  • Last Close0.270
  • Turnover
    ($K)
    0
  • Volume
    (K)
    0
Last Update: 04-06-2025 16:20 (15 mins delayed)
Bid*
0.265
Ask*
0.270
0.001
Underlying* 116.40 -
*15 mins delayed
Listing Date
03-09-2024
Today
04-06-2025
Last Trading Date
17-09-2025
Maturity Date
23-09-2025

Terms and Indicators

  • NameSGLIAUT@EC2509A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.01
  • Delta73.54%
  • Vega0.78%
  • Theta-0.3558
  • Strike98.93
  • Moneyness15.0 ITM
  • Effective Gearing3.2
  • Hist. Vol of Underlying (30-days)45.09%
  • Gearing4.3
  • Premium8.19%
  • Implied Volatility69.57%
  • 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 Maturity111day(s)
  • Board Lot10,000
  • Outstanding Qty (M)7.48
  • Outstanding Qty6.23%
Last Update : 04-06-2025 16:20(15 mins delayed)

Underlying

2015 LI AUTO

116.40-(-%)

Bid
116.40
Ask
116.50
  • Last116.40
  • Open116.00
  • High120.30
  • Low115.60
Last Update : 04-06-2025 16:20 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) -0.51
  • Put ($Million) -0.51

5 Days

  • Call ($Million) +0.43
  • Put ($Million) +0.62
Last Update : 03-06-2025