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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

27491 MBLIAUT@EC2507A

Call / Underlying: 2015 LI AUTO

Terms and Indicators

  • NameMBLIAUT@EC2507A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.02
  • Delta48.88%
  • Vega1.80%
  • Theta-1.2444
  • Strike118.88
  • Moneyness5.9 OTM
  • Effective Gearing5.0
  • Hist. Vol of Underlying (30-days)75.07%
  • Gearing10.3
  • Premium15.61%
  • Implied Volatility68.55%
  • Maturity Date (D-M-Y)31/07/2025
  • Listing Date (D-M-Y)24/09/2024
  • Last Trading Date (D-M-Y)25/07/2025
  • Time to Maturity70day(s)
  • Board Lot5,000
  • Outstanding Qty (M)0.20
  • Outstanding Qty0.49%
Last Update : 22-05-2025 16:20(15 mins delayed)

Underlying

2015 LI AUTO

112.30-3.200(-2.77%)

Bid
112.30
Ask
112.40
  • Last112.30
  • Open114.00
  • High118.70
  • Low111.50
Last Update : 22-05-2025 16:20 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) +0.09
  • Put ($Million) -0.2

5 Days

  • Call ($Million) -0.05
  • Put ($Million) -0.01
Last Update : 22-05-2025