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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

28512 MSCLIFE@EC2509A

Call / Underlying: 2628 CHINA LIFE

0.025 +0.001 (+4.17%)

  • Day HighN/A
  • Day LowN/A
  • OpenN/A
  • Last Close0.024
  • Turnover
    ($K)
    0
  • Volume
    (K)
    0
Last Update: 06-05-2025 13:40 (15 mins delayed)
Bid*
0.025
Ask*
0.026
0.001
Underlying* 14.62 +0.12
*15 mins delayed
Created with Highstock 4.2.509:3110:0011:0012/130.0230.0240.0250.0260.02714.414.514.614.714.8
Warrants Price
Underlying Price
Listing Date
17-10-2024
Today
06-05-2025
Last Trading Date
17-09-2025
Maturity Date
23-09-2025

Terms and Indicators

  • NameMSCLIFE@EC2509A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.1
  • Delta13.25%
  • Vega7.44%
  • Theta-1.8876
  • Strike20.93
  • Moneyness43.2 OTM
  • Effective Gearing7.8
  • Hist. Vol of Underlying (30-days)59.60%
  • Gearing58.5
  • Premium44.87%
  • Implied Volatility47.78%
  • Maturity Date (D-M-Y)23/09/2025
  • Listing Date (D-M-Y)17/10/2024
  • Last Trading Date (D-M-Y)17/09/2025
  • Time to Maturity140day(s)
  • Board Lot10,000
  • Outstanding Qty (M)10.57
  • Outstanding Qty8.19%
Last Update : 06-05-2025 13:40(15 mins delayed)

Underlying

2628 CHINA LIFE

14.62+0.120(+0.83%)

Bid
14.62
Ask
14.66
  • Last14.62
  • Open14.54
  • High14.64
  • Low14.30
Last Update : 06-05-2025 13:40 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) -0.27
  • Put ($Million) -0.36

5 Days

  • Call ($Million) -0.00
  • Put ($Million) +0.46
Last Update : 02-05-2025