Non-collateralized Nature of Structured Products

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Terms and Indicators

17964 MSLIAUT@EP2405A

Put / Underlying: 2015 LI AUTO

RT Quote

Terms and Indicators

  • NameMSLIAUT@EP2405A
  • TypeStandard
  • Call/PutPut
  • Conversion Ratio0.01
  • Delta11.82%
  • Vega4.76%
  • Theta-8.2168
  • Strike88.83
  • Moneyness17.4 OTM
  • Effective Gearing10.6
  • Hist. Vol of Underlying (30-days)69.38%
  • Gearing89.7
  • Premium18.56%
  • Implied Volatility66.03%
  • Maturity Date (D-M-Y)28/05/2024
  • Listing Date (D-M-Y)27/06/2023
  • Last Trading Date (D-M-Y)22/05/2024
  • Time to Maturity26day(s)
  • Board Lot10,000
  • Outstanding Qty (M)5.28
  • Outstanding Qty7.76%
Last Update : 02-05-2024 16:35

Underlying

2015 LI AUTO

107.60+3.600(+3.46%)

Bid
107.50
Ask
107.60
  • Last107.60
  • Open103.50
  • High108.30
  • Low100.70
Last Update : 02-05-2024 16:35 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) -0.49
  • Put ($Million) -0.97

5 Days

  • Call ($Million) -0.23
  • Put ($Million) +0.22
Last Update : 02-05-2024