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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

27224 MS-CSPC@EC2508A

Call / Underlying: 1093 CSPC PHARMA

Terms and Indicators

  • NameMS-CSPC@EC2508A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.2
  • Delta90.84%
  • Vega0.28%
  • Theta-0.1462
  • Strike5.99
  • Moneyness25.6 ITM
  • Effective Gearing3.4
  • Hist. Vol of Underlying (30-days)58.52%
  • Gearing3.7
  • Premium1.43%
  • Implied Volatility52.87%
  • Maturity Date (D-M-Y)22/08/2025
  • Listing Date (D-M-Y)04/09/2024
  • Last Trading Date (D-M-Y)18/08/2025
  • Time to Maturity79day(s)
  • Board Lot10,000
  • Outstanding Qty (M)12.77
  • Outstanding Qty18.78%
Last Update : 04-06-2025 16:20(15 mins delayed)

Underlying

1093 CSPC PHARMA

8.05+0.320(+4.14%)

Bid
8.05
Ask
8.06
  • Last8.05
  • Open7.72
  • High8.36
  • Low7.72
Last Update : 04-06-2025 16:20 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) -1.38
  • Put ($Million) -0.27

5 Days

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