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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

28722 CILIAUT@EC2506A

Call / Underlying: 2015 LI AUTO

0.035 -0.005 (-12.50%)

  • Day High0.037
  • Day Low0.032
  • Open0.033
  • Last Close0.040
  • Turnover
    ($K)
    42
  • Volume
    (K)
    1,200
Last Update: 06-05-2025 12:05 (15 mins delayed)
Bid*
0.034
Ask*
0.035
0.001
Underlying* 97.35 -1.30
*15 mins delayed
Created with Highstock 4.2.509:3110:0011:0012/130.0320.0360.040.0440.048979899100101
Warrants Price
Underlying Price
Listing Date
25-10-2024
Today
06-05-2025
Last Trading Date
24-06-2025
Maturity Date
30-06-2025

Terms and Indicators

  • NameCILIAUT@EC2506A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.01
  • Delta25.11%
  • Vega3.45%
  • Theta-3.1067
  • Strike121.88
  • Moneyness25.2 OTM
  • Effective Gearing7.0
  • Hist. Vol of Underlying (30-days)75.34%
  • Gearing27.8
  • Premium28.79%
  • Implied Volatility69.98%
  • Maturity Date (D-M-Y)30/06/2025
  • Listing Date (D-M-Y)25/10/2024
  • Last Trading Date (D-M-Y)24/06/2025
  • Time to Maturity55day(s)
  • Board Lot10,000
  • Outstanding Qty (M)4.70
  • Outstanding Qty6.71%
Last Update : 06-05-2025 12:05(15 mins delayed)

Underlying

2015 LI AUTO

97.35-1.300(-1.32%)

Bid
97.35
Ask
97.40
  • Last97.35
  • Open99.30
  • High99.30
  • Low96.15
Last Update : 06-05-2025 12:05 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) -0.06
  • Put ($Million) -0.11

5 Days

  • Call ($Million) +0.01
  • Put ($Million) +0.38
Last Update : 02-05-2025