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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

29319 MSLIAUT@EC2509A

Call / Underlying: 2015 LI AUTO

0.085 -0.020 (-19.05%)

  • Day High0.089
  • Day Low0.089
  • Open0.089
  • Last Close0.105
  • Turnover
    ($K)
    9
  • Volume
    (K)
    100
Last Update: 01-08-2025 16:20 (15 mins delayed)
Bid*
0.084
Ask*
0.085
0.001
Underlying* 100.50 -3.30
*15 mins delayed
Listing Date
06-12-2024
Today
02-08-2025
Last Trading Date
23-09-2025
Maturity Date
29-09-2025

Terms and Indicators

  • NameMSLIAUT@EC2509A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.01
  • Delta49.73%
  • Vega1.91%
  • Theta-1.3921
  • Strike103.99
  • Moneyness3.5 OTM
  • Effective Gearing5.9
  • Hist. Vol of Underlying (30-days)58.03%
  • Gearing11.8
  • Premium11.93%
  • Implied Volatility61.24%
  • Maturity Date (D-M-Y)29/09/2025
  • Listing Date (D-M-Y)06/12/2024
  • Last Trading Date (D-M-Y)23/09/2025
  • Time to Maturity59day(s)
  • Board Lot10,000
  • Outstanding Qty (M)6.27
  • Outstanding Qty7.84%
Last Update : 01-08-2025 16:20(15 mins delayed)

Underlying

2015 LI AUTO

100.50-3.300(-3.18%)

Bid
100.50
Ask
100.60
  • Last100.50
  • Open102.20
  • High102.70
  • Low100.20
Last Update : 01-08-2025 16:20 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) +0.32
  • Put ($Million) +5.30

5 Days

  • Call ($Million) -0.03
  • Put ($Million) -0.13
Last Update : 01-08-2025