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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

28886 UBLIAUT@EC2506A

Call / Underlying: 2015 LI AUTO

Terms and Indicators

  • NameUBLIAUT@EC2506A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.01
  • Delta39.58%
  • Vega2.44%
  • Theta-6.0191
  • Strike121.98
  • Moneyness4.4 OTM
  • Effective Gearing11.6
  • Hist. Vol of Underlying (30-days)44.27%
  • Gearing29.2
  • Premium7.86%
  • Implied Volatility60.33%
  • Maturity Date (D-M-Y)23/06/2025
  • Listing Date (D-M-Y)06/11/2024
  • Last Trading Date (D-M-Y)17/06/2025
  • Time to Maturity17day(s)
  • Board Lot10,000
  • Outstanding Qty (M)0.08
  • Outstanding Qty0.11%
Last Update : 06-06-2025 16:20(15 mins delayed)

Underlying

2015 LI AUTO

116.80-(-%)

Bid
116.70
Ask
116.80
  • Last116.80
  • Open115.90
  • High116.80
  • Low113.60
Last Update : 06-06-2025 16:20 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) +0.04
  • Put ($Million) -0.11

5 Days

  • Call ($Million) -0.16
  • Put ($Million) +0.06
Last Update : 06-06-2025