Non-collateralized Nature of Structured Products

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Terms and Indicators

21991 MS-HSBC@EC2406B

Call / Underlying: 0005 HSBC HOLDINGS

RT Quote

Terms and Indicators

  • NameMS-HSBC@EC2406B
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.1
  • Delta37.45%
  • Vega7.22%
  • Theta-2.0747
  • Strike63.05
  • Moneyness2.3 OTM
  • Effective Gearing18.0
  • Hist. Vol of Underlying (30-days)16.69%
  • Gearing48.2
  • Premium4.35%
  • Implied Volatility20.93%
  • Maturity Date (D-M-Y)17/06/2024
  • Listing Date (D-M-Y)18/12/2023
  • Last Trading Date (D-M-Y)11/06/2024
  • Time to Maturity59day(s)
  • Board Lot4,000
  • Outstanding Qty (M)18.22
  • Outstanding Qty22.77%
Last Update : 19-04-2024 15:00

Underlying

0005 HSBC HOLDINGS

61.70-0.950(-1.52%)

Bid
61.70
Ask
61.75
  • Last61.70
  • Open61.95
  • High62.05
  • Low61.25
Last Update : 19-04-2024 15:00 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) -0.96
  • Put ($Million) +5.72

5 Days

  • Call ($Million) +0.22
  • Put ($Million) -2.63
Last Update : 18-04-2024