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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

29300 SGLIAUT@EC2506A

Call / Underlying: 2015 LI AUTO

0.039 -0.004 (-9.30%)

  • Day HighN/A
  • Day LowN/A
  • OpenN/A
  • Last Close0.043
  • Turnover
    ($K)
    0
  • Volume
    (K)
    0
Last Update: 06-05-2025 13:55 (15 mins delayed)
Bid*
0.037
Ask*
0.039
0.001
Underlying* 97.75 -0.90
*15 mins delayed
Created with Highstock 4.2.509:3110:0011:0012/1314:000.0360.0380.040.0420.044979899100101
Warrants Price
Underlying Price
Listing Date
05-12-2024
Today
06-05-2025
Last Trading Date
17-06-2025
Maturity Date
23-06-2025

Terms and Indicators

  • NameSGLIAUT@EC2506A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.01
  • Delta26.52%
  • Vega2.99%
  • Theta-3.4120
  • Strike121.98
  • Moneyness24.8 OTM
  • Effective Gearing6.6
  • Hist. Vol of Underlying (30-days)75.34%
  • Gearing25.1
  • Premium28.78%
  • Implied Volatility77.81%
  • Maturity Date (D-M-Y)23/06/2025
  • Listing Date (D-M-Y)05/12/2024
  • Last Trading Date (D-M-Y)17/06/2025
  • Time to Maturity48day(s)
  • Board Lot10,000
  • Outstanding Qty (M)0.53
  • Outstanding Qty0.44%
Last Update : 06-05-2025 13:55(15 mins delayed)

Underlying

2015 LI AUTO

97.75-0.900(-0.91%)

Bid
97.70
Ask
97.80
  • Last97.75
  • Open99.30
  • High99.30
  • Low96.15
Last Update : 06-05-2025 13:55 (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