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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
  • Delta28.19%
  • Vega2.74%
  • Theta-3.2664
  • Strike121.98
  • Moneyness24.4 OTM
  • Effective Gearing6.3
  • Hist. Vol of Underlying (30-days)75.34%
  • Gearing22.3
  • Premium28.89%
  • Implied Volatility81.32%
  • 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 Maturity48day(s)
  • Board Lot10,000
  • Outstanding Qty (M)0.22
  • Outstanding Qty0.31%
Last Update : 06-05-2025 10:35(15 mins delayed)

Underlying

2015 LI AUTO

98.05-0.600(-0.61%)

Bid
98.05
Ask
98.10
  • Last98.05
  • Open99.30
  • High99.30
  • Low96.15
Last Update : 06-05-2025 10:35 (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