Non-collateralized Nature of Structured Products

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Terms and Indicators

27611 CICLIFE@EC2503A

Call / Underlying: 2628 CHINA LIFE

Terms and Indicators

  • NameCICLIFE@EC2503A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.2
  • Delta43.3%
  • Vega3.20%
  • Theta-1.4845
  • Strike14.8
  • Moneyness5.4 OTM
  • Effective Gearing8.2
  • Hist. Vol of Underlying (30-days)34.50%
  • Gearing19.0
  • Premium10.68%
  • Implied Volatility42.22%
  • Maturity Date (D-M-Y)31/03/2025
  • Listing Date (D-M-Y)30/09/2024
  • Last Trading Date (D-M-Y)25/03/2025
  • Time to Maturity67day(s)
  • Board Lot5,000
  • Outstanding Qty (M)1.08
  • Outstanding Qty2.71%
Last Update : 23-01-2025 16:20(15 mins delayed)

Underlying

2628 CHINA LIFE

14.04+0.340(+2.48%)

Bid
14.04
Ask
14.06
  • Last14.04
  • Open13.96
  • High14.58
  • Low13.96
Last Update : 23-01-2025 16:20 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) -0.86
  • Put ($Million) +1.55

5 Days

  • Call ($Million) +0.05
  • Put ($Million) +0.04
Last Update : 23-01-2025