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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
  • Delta53.65%
  • Vega1.60%
  • Theta-1.2869
  • Strike118.88
  • Moneyness1.2 OTM
  • Effective Gearing5.4
  • Hist. Vol of Underlying (30-days)45.09%
  • Gearing10.1
  • Premium11.05%
  • Implied Volatility65.19%
  • 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 Maturity57day(s)
  • Board Lot5,000
  • Outstanding Qty (M)0.42
  • Outstanding Qty1.05%
Last Update : 04-06-2025 13:05(15 mins delayed)

Underlying

2015 LI AUTO

117.50+1.100(+0.94%)

Bid
117.40
Ask
117.50
  • Last117.50
  • Open116.00
  • High120.30
  • Low115.60
Last Update : 04-06-2025 13:05 (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