Non-collateralized Nature of Structured Products

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Terms and Indicators

20582 MSLIAUT@EC2405A

Call / Underlying: 2015 LI AUTO

RT Quote

Terms and Indicators

  • NameMSLIAUT@EC2405A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.01
  • Delta8.02%
  • Vega5.32%
  • Theta-7.8118
  • Strike166.7
  • Moneyness56.8 OTM
  • Effective Gearing8.5
  • Hist. Vol of Underlying (30-days)62.36%
  • Gearing106.3
  • Premium57.76%
  • Implied Volatility85.20%
  • Maturity Date (D-M-Y)30/05/2024
  • Listing Date (D-M-Y)19/10/2023
  • Last Trading Date (D-M-Y)24/05/2024
  • Time to Maturity41day(s)
  • Board Lot10,000
  • Outstanding Qty (M)13.08
  • Outstanding Qty19.24%
Last Update : 19-04-2024 16:35

Underlying

2015 LI AUTO

106.30-8.500(-7.40%)

Bid
106.30
Ask
106.40
  • Last106.30
  • Open112.20
  • High112.60
  • Low105.00
Last Update : 19-04-2024 16:35 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) +0.63
  • Put ($Million) +1.71

5 Days

  • Call ($Million) -0.08
  • Put ($Million) -0.14
Last Update : 19-04-2024