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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

0.242 - (-%)

  • Day HighN/A
  • Day LowN/A
  • OpenN/A
  • Last Close0.242
  • Turnover
    ($K)
    0
  • Volume
    (K)
    0
Last Update: 05-06-2025 09:31 (15 mins delayed)
Bid*
N/A
Ask*
N/A
0.001
Underlying* 116.00 -0.40
*15 mins delayed
Listing Date
06-12-2024
Today
05-06-2025
Last Trading Date
23-09-2025
Maturity Date
29-09-2025

Terms and Indicators

  • NameMSLIAUT@EC2509A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.01
  • Delta68.8%
  • Vega0.96%
  • Theta-0.4161
  • Strike103.99
  • Moneyness10.4 ITM
  • Effective Gearing3.3
  • Hist. Vol of Underlying (30-days)44.66%
  • Gearing4.8
  • Premium10.51%
  • Implied Volatility69.43%
  • 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 Maturity116day(s)
  • Board Lot10,000
  • Outstanding Qty (M)0.45
  • Outstanding Qty0.00%
Last Update : 05-06-2025 09:31(15 mins delayed)

Underlying

2015 LI AUTO

116.00-0.400(-0.34%)

Bid
116.00
Ask
116.20
  • Last116.00
  • Open116.40
  • High116.50
  • Low115.50
Last Update : 05-06-2025 09:31 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) +0.04
  • Put ($Million) -0.73

5 Days

  • Call ($Million) -0.01
  • Put ($Million) +0.60
Last Update : 04-06-2025