Non-collateralized Nature of Structured Products

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Terms and Indicators

21307 JPLIAUT@EC2604A

Call / Underlying: 2015 LI AUTO

Terms and Indicators

  • NameJPLIAUT@EC2604A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.02
  • Delta7.03%
  • Vega7.61%
  • Theta-2.8234
  • Strike129.9
  • Moneyness92.3 OTM
  • Effective Gearing6.8
  • Hist. Vol of Underlying (30-days)27.90%
  • Gearing96.5
  • Premium93.34%
  • Implied Volatility65.22%
  • Maturity Date (D-M-Y)17/04/2026
  • Listing Date (D-M-Y)03/10/2025
  • Last Trading Date (D-M-Y)13/04/2026
  • Time to Maturity126day(s)
  • Board Lot5,000
  • Outstanding Qty (M)0.48
  • Outstanding Qty0.69%
Last Update : 12-12-2025 16:20(15 mins delayed)

Underlying

2015 LI AUTO

67.55+1.900(+2.89%)

Bid
67.50
Ask
67.55
  • Last67.55
  • Open66.40
  • High67.65
  • Low66.15
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 ($Million) -0.04
  • Put ($Million) +0.03

5 Days

  • Call ($Million) +0.03
  • Put ($Million) +0.25
Last Update : 12-12-2025