Non-collateralized Nature of Structured Products

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Terms and Indicators

20451 BPBAIDU@EC2606A

Call / Underlying: 9888 Baidu

Terms and Indicators

  • NameBPBAIDU@EC2606A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.02
  • Delta12.34%
  • Vega9.42%
  • Theta-19.7270
  • Strike136.88
  • Moneyness8.2 OTM
  • Effective Gearing31.2
  • Hist. Vol of Underlying (30-days)44.94%
  • Gearing253.0
  • Premium8.60%
  • Implied Volatility36.20%
  • Maturity Date (D-M-Y)02/06/2026
  • Listing Date (D-M-Y)15/09/2025
  • Last Trading Date (D-M-Y)27/05/2026
  • Time to Maturity12day(s)
  • Board Lot2,500
  • Outstanding Qty (M)17.06
  • Outstanding Qty28.43%
Last Update : 21-05-2026 16:20(15 mins delayed)

Underlying

9888 Baidu

126.50-7.700(-5.74%)

Bid
126.50
Ask
126.60
  • Last126.50
  • Open133.70
  • High133.90
  • Low126.00
Last Update : 21-05-2026 16:20 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) -0.24
  • Put ($Million) -6.73

5 Days

  • Call ($Million) -0.25
  • Put ($Million) -1.13
Last Update : 21-05-2026