Non-collateralized Nature of Structured Products

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Terms and Indicators

20803 BPBAIDU@EC2407A

Call / Underlying: 9888 Baidu

RT Quote

Terms and Indicators

  • NameBPBAIDU@EC2407A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.02
  • Delta29.2%
  • Vega4.64%
  • Theta-2.6679
  • Strike120
  • Moneyness12.3 OTM
  • Effective Gearing10.1
  • Hist. Vol of Underlying (30-days)36.73%
  • Gearing34.5
  • Premium15.15%
  • Implied Volatility43.51%
  • Maturity Date (D-M-Y)03/07/2024
  • Listing Date (D-M-Y)30/10/2023
  • Last Trading Date (D-M-Y)26/06/2024
  • Time to Maturity56day(s)
  • Board Lot2,500
  • Outstanding Qty (M)5.11
  • Outstanding Qty12.78%
Last Update : 08-05-2024 16:35

Underlying

9888 Baidu

106.90-1.400(-1.29%)

Bid
106.80
Ask
106.90
  • Last106.90
  • Open108.00
  • High109.30
  • Low106.10
Last Update : 08-05-2024 16:35 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) -0.16
  • Put ($Million) +0.96

5 Days

  • Call ($Million) -0.00
  • Put ($Million) +0.29
Last Update : 08-05-2024