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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

29376 BILIAUT@EC2509A

Call / Underlying: 2015 LI AUTO

Terms and Indicators

  • NameBILIAUT@EC2509A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.01
  • Delta66.34%
  • Vega1.03%
  • Theta-0.6612
  • Strike98.93
  • Moneyness7.6 ITM
  • Effective Gearing4.1
  • Hist. Vol of Underlying (30-days)40.48%
  • Gearing6.2
  • Premium8.52%
  • Implied Volatility67.56%
  • Maturity Date (D-M-Y)23/09/2025
  • Listing Date (D-M-Y)11/12/2024
  • Last Trading Date (D-M-Y)17/09/2025
  • Time to Maturity75day(s)
  • Board Lot10,000
  • Outstanding Qty (M)0.68
  • Outstanding Qty1.36%
Last Update : 10-07-2025 16:20(15 mins delayed)

Underlying

2015 LI AUTO

107.10+1.600(+1.52%)

Bid
107.10
Ask
107.20
  • Last107.10
  • Open106.40
  • High109.80
  • Low105.60
Last Update : 10-07-2025 16:20 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) +0.05
  • Put ($Million) +0.04

5 Days

  • Call ($Million) -0.08
  • Put ($Million) -0.09
Last Update : 10-07-2025