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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

29238 JPLIAUT@EC2506A

Call / Underlying: 2015 LI AUTO

0.057 -0.003 (-5.00%)

  • Day High0.060
  • Day Low0.060
  • Open0.060
  • Last Close0.060
  • Turnover
    ($K)
    1
  • Volume
    (K)
    20
Last Update: 04-06-2025 16:20 (15 mins delayed)
Bid*
0.056
Ask*
0.058
0.001
Underlying* 116.40 -
*15 mins delayed
Created with Highstock 4.2.509:3110:0011:0012/1314:0015:0016:000.060.0650.070.0750.08116117118119120
Warrants Price
Underlying Price
Listing Date
02-12-2024
Today
04-06-2025
Last Trading Date
17-06-2025
Maturity Date
23-06-2025

Terms and Indicators

  • NameJPLIAUT@EC2506A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.01
  • Delta42.67%
  • Vega1.84%
  • Theta-5.0336
  • Strike121.98
  • Moneyness4.8 OTM
  • Effective Gearing8.7
  • Hist. Vol of Underlying (30-days)45.09%
  • Gearing20.4
  • Premium9.69%
  • Implied Volatility74.92%
  • Maturity Date (D-M-Y)23/06/2025
  • Listing Date (D-M-Y)02/12/2024
  • Last Trading Date (D-M-Y)17/06/2025
  • Time to Maturity19day(s)
  • Board Lot10,000
  • Outstanding Qty (M)0.30
  • Outstanding Qty0.43%
Last Update : 04-06-2025 16:20(15 mins delayed)

Underlying

2015 LI AUTO

116.40-(-%)

Bid
116.40
Ask
116.50
  • Last116.40
  • Open116.00
  • High120.30
  • Low115.60
Last Update : 04-06-2025 16:20 (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