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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

29613 JP-HSBC@EC2506B

Call / Underlying: 0005 HSBC HOLDINGS

Terms and Indicators

  • NameJP-HSBC@EC2506B
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.1
  • Delta76.47%
  • Vega1.23%
  • Theta-1.7496
  • Strike88.28
  • Moneyness4.2 ITM
  • Effective Gearing15.0
  • Hist. Vol of Underlying (30-days)19.70%
  • Gearing19.6
  • Premium0.90%
  • Implied Volatility30.53%
  • Maturity Date (D-M-Y)18/06/2025
  • Listing Date (D-M-Y)19/12/2024
  • Last Trading Date (D-M-Y)12/06/2025
  • Time to Maturity15day(s)
  • Board Lot4,000
  • Outstanding Qty (M)3.64
  • Outstanding Qty3.64%
Last Update : 03-06-2025 16:20(15 mins delayed)

Underlying

0005 HSBC HOLDINGS

92.15-0.350(-0.38%)

Bid
92.15
Ask
92.20
  • Last92.15
  • Open92.90
  • High93.75
  • Low92.05
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 ($Million) +0.71
  • Put ($Million) +2.62

5 Days

  • Call ($Million) +0.02
  • Put ($Million) +0.64
Last Update : 03-06-2025