Non-collateralized Nature of Structured Products

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Terms and Indicators

22541 MS-HSBC@EC2408A

Call / Underlying: 0005 HSBC HOLDINGS

RT Quote

Terms and Indicators

  • NameMS-HSBC@EC2408A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.1
  • Delta28.69%
  • Vega9.39%
  • Theta-1.3125
  • Strike66
  • Moneyness6.7 OTM
  • Effective Gearing13.9
  • Hist. Vol of Underlying (30-days)16.69%
  • Gearing48.3
  • Premium8.78%
  • Implied Volatility21.36%
  • Maturity Date (D-M-Y)26/08/2024
  • Listing Date (D-M-Y)09/01/2024
  • Last Trading Date (D-M-Y)20/08/2024
  • Time to Maturity129day(s)
  • Board Lot4,000
  • Outstanding Qty (M)2.06
  • Outstanding Qty2.34%
Last Update : 19-04-2024 16:35

Underlying

0005 HSBC HOLDINGS

61.85-0.800(-1.28%)

Bid
61.80
Ask
61.85
  • Last61.85
  • Open61.95
  • High62.05
  • Low61.25
Last Update : 19-04-2024 16:35 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) +1.58
  • Put ($Million) +5.64

5 Days

  • Call ($Million) -0.12
  • Put ($Million) -2.26
Last Update : 19-04-2024