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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
  • Delta41.73%
  • Vega2.12%
  • Theta-0.9891
  • Strike118.88
  • Moneyness21.9 OTM
  • Effective Gearing4.0
  • Hist. Vol of Underlying (30-days)70.32%
  • Gearing9.6
  • Premium32.39%
  • Implied Volatility75.60%
  • 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 Maturity119day(s)
  • Board Lot5,000
  • Outstanding Qty (M)0.14
  • Outstanding Qty0.35%
Last Update : 03-04-2025 16:20(15 mins delayed)

Underlying

2015 LI AUTO

97.50-2.700(-2.69%)

Bid
97.45
Ask
97.50
  • Last97.50
  • Open98.05
  • High99.50
  • Low96.80
Last Update : 03-04-2025 16:20 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) +0.03
  • Put ($Million) +0.65

5 Days

  • Call ($Million) -0.03
  • Put ($Million) -0.11
Last Update : 03-04-2025