Non-collateralized Nature of Structured Products

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Terms and Indicators

16642 CI-NIO @EC2512A

Call / Underlying: 9866 NIO-SW

Terms and Indicators

  • NameCI-NIO @EC2512A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.02
  • Delta54.06%
  • Vega2.05%
  • Theta-6.4060
  • Strike40.05
  • Moneyness0.5 ITM
  • Effective Gearing16.7
  • Hist. Vol of Underlying (30-days)49.40%
  • Gearing31.0
  • Premium2.76%
  • Implied Volatility45.05%
  • Maturity Date (D-M-Y)22/12/2025
  • Listing Date (D-M-Y)16/05/2025
  • Last Trading Date (D-M-Y)16/12/2025
  • Time to Maturity10day(s)
  • Board Lot500
  • Outstanding Qty (M)0.06
  • Outstanding Qty0.09%
Last Update : 12-12-2025 16:20(15 mins delayed)

Underlying

9866 NIO-SW

40.24+1.020(+2.60%)

Bid
40.14
Ask
40.24
  • Last40.24
  • Open40.10
  • High40.60
  • Low39.96
Last Update : 12-12-2025 16:20 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) -0.06
  • Put ($Million) -0.07

5 Days

  • Call ($Million) -0.15
  • Put ($Million) -0.08
Last Update : 12-12-2025