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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

29424 HSLIAUT@EC2506A

Call / Underlying: 2015 LI AUTO

Terms and Indicators

  • NameHSLIAUT@EC2506A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.01
  • Delta39.27%
  • Vega2.57%
  • Theta-5.1820
  • Strike121.98
  • Moneyness4.8 OTM
  • Effective Gearing11.1
  • Hist. Vol of Underlying (30-days)45.07%
  • Gearing28.4
  • Premium8.32%
  • Implied Volatility58.03%
  • Maturity Date (D-M-Y)23/06/2025
  • Listing Date (D-M-Y)12/12/2024
  • Last Trading Date (D-M-Y)17/06/2025
  • Time to Maturity20day(s)
  • Board Lot10,000
  • Outstanding Qty (M)6.23
  • Outstanding Qty8.90%
Last Update : 03-06-2025 16:20(15 mins delayed)

Underlying

2015 LI AUTO

116.40+6.400(+5.82%)

Bid
116.40
Ask
116.50
  • Last116.40
  • Open110.00
  • High117.70
  • Low108.90
Last Update : 03-06-2025 16:20 (15 mins delayed)

Documents

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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