Non-collateralized Nature of Structured Products

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Terms and Indicators

26705 BIBAIDU@EC2604A

Call / Underlying: 9888 Baidu

Terms and Indicators

  • NameBIBAIDU@EC2604A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.02
  • Delta13.49%
  • Vega6.11%
  • Theta-2.0365
  • Strike201.08
  • Moneyness59.6 OTM
  • Effective Gearing6.4
  • Hist. Vol of Underlying (30-days)45.18%
  • Gearing47.5
  • Premium61.69%
  • Implied Volatility59.50%
  • Maturity Date (D-M-Y)20/04/2026
  • Listing Date (D-M-Y)14/10/2025
  • Last Trading Date (D-M-Y)14/04/2026
  • Time to Maturity129day(s)
  • Board Lot2,500
  • Outstanding Qty (M)0.50
  • Outstanding Qty0.72%
Last Update : 12-12-2025 16:20(15 mins delayed)

Underlying

9888 Baidu

126.00+2.200(+1.78%)

Bid
125.90
Ask
126.00
  • Last126.00
  • Open125.00
  • High126.40
  • Low124.30
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 ($Million) -0.52
  • Put ($Million) -2.06

5 Days

  • Call ($Million) -0.12
  • Put ($Million) +0.28
Last Update : 12-12-2025