Non-collateralized Nature of Structured Products

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Terms and Indicators

15476 CICSHEN@EC2601A

Call / Underlying: 1088 CHINA SHENHUA

Terms and Indicators

  • NameCICSHEN@EC2601A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.1
  • Delta26.54%
  • Vega5.71%
  • Theta-3.1345
  • Strike42.88
  • Moneyness10.5 OTM
  • Effective Gearing12.6
  • Hist. Vol of Underlying (30-days)25.97%
  • Gearing47.3
  • Premium12.57%
  • Implied Volatility37.83%
  • Maturity Date (D-M-Y)30/01/2026
  • Listing Date (D-M-Y)01/04/2025
  • Last Trading Date (D-M-Y)26/01/2026
  • Time to Maturity49day(s)
  • Board Lot5,000
  • Outstanding Qty (M)0.14
  • Outstanding Qty0.35%
Last Update : 12-12-2025 16:20(15 mins delayed)

Underlying

1088 CHINA SHENHUA

38.82-0.060(-0.15%)

Bid
38.80
Ask
38.82
  • Last38.82
  • Open39.00
  • High39.22
  • Low38.58
Last Update : 12-12-2025 16:20 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) +0.03
  • Put ($Million) +0.13

5 Days

  • Call ($Million) -
  • Put ($Million) -
Last Update : 12-12-2025