 |
(852) 2108 5600 |  |
warrants@asia.bnpparibas.com |
| Days to Maturity | Features |
|---|---|
| 0 - 45 | Short Term |
| 46 - 91 | Short-Mid Term |
| 91 - 150 | Mid Term |
| 151 - 365 | Mid-Long Term |
| > 365 | Long Term |
| Strike / Underlying Spot x 100% | Call | Put |
|---|---|---|
| < 90% | Deep ITM | Deep OTM |
| 90 - 94.9% | ITM | OTM |
| 95 - 97.9% | Slightly ITM | Slightly OTM |
| 98 - 101.9% | ATM | ATM |
| 102 - 104.9% | Slightly OTM | Slightly ITM |
| 105 - 110% | OTM | ITM |
| > 110% | Deep OTM | Deep ITM |
| Warrants Code | Underlying | Type | Strike | Maturity | Warrants Price (HKD) |
Effective Gearing (X) | Board Lot | Outstanding (%) | Implied Volatility | BNPP Scoring | Features [ Definition ] |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 10075 | AUD | Put | 0.688 | 19-12-20 | 0.120 | 17.1 | 10,000 | 0.92 | 14.94 | 5 | Short TermATM |
| 10074 | AUD | Call | 0.7 | 19-12-20 | 0.029 | 29.2 | 10,000 | 0.00 | 11.37 | 6 | Short TermSlightly OTM |
| 10105 | CL | Put | 50 | 20-05-15 | 0.203 | 2.6 | 10,000 | 0.00 | 73.49 | 10 | Mid-Long TermDeep OTM |
| 10104 | CL | Call | 57 | 20-05-15 | 0.290 | 0.0 | 10,000 | 0.00 | 0 | 9 | Mid-Long TermDeep ITM |
| 10087 | CLZ9 | Put | 51 | 19-11-18 | 0.015 | 15.5 | 10,000 | 0.30 | 127.50 | 5 | Short TermDeep OTM |
| 10083 | CLZ9 | Call | 57 | 19-11-18 | 0.045 | 16.7 | 10,000 | 0.26 | 60.15 | 6 | Short TermATM |
| 10103 | CNH | Put | 7.1 | 20-03-20 | 0.219 | 27.8 | 10,000 | 0.62 | 5.15 | 7 | Mid TermATM |
| 10102 | CNH | Call | 7.3 | 20-03-20 | 0.086 | 23.1 | 10,000 | 1.04 | 12.44 | 8 | Mid TermSlightly OTM |
| 10089 | CNH | Put | 6.7 | 20-03-20 | 0.050 | 35.3 | 10,000 | 0.44 | 7.94 | 8 | Mid TermSlightly OTM |
| 10088 | CNH | Call | 6.98 | 20-03-20 | 0.215 | 17.5 | 10,000 | 0.90 | 12.90 | 7 | Mid TermATM |
| 10084 | EUR | Put | 1.12 | 20-03-20 | 0.250 | 20.8 | 10,000 | 0.00 | 9.27 | 7 | Mid TermATM |
| 10082 | EUR | Call | 1.18 | 20-03-20 | 0.055 | 30.2 | 10,000 | 0.00 | 10.48 | 7 | Mid TermOTM |
| 10048 | GBP | Put | 1.26 | 19-12-20 | 0.130 | 30.4 | 10,000 | 0.68 | 16.17 | 6 | Short TermSlightly OTM |
| 10047 | GBP | Call | 1.35 | 19-12-20 | 0.067 | 36.6 | 10,000 | 1.56 | 15.69 | 6 | Short TermSlightly OTM |
| 10086 | JPY | Put | 102 | 20-03-20 | 0.080 | 17.7 | 10,000 | 2.04 | 13.74 | 10 | Mid TermOTM |
| 10085 | JPY | Call | 110 | 20-03-20 | 0.137 | 27.4 | 10,000 | 0.06 | 9.90 | 11 | Mid TermSlightly OTM |
| 10101 | XAUFIXAM | Put | 1,450 | 20-03-20 | 0.255 | 7.5 | 10,000 | 0.00 | 27.08 | 10 | Mid TermSlightly OTM |
| 10100 | XAUFIXAM | Call | 1,600 | 20-03-20 | 0.153 | 10.5 | 10,000 | 14.30 | 28.04 | 9 | Mid TermOTM |
| 10091 | XAUFIXAM | Put | 1,320 | 20-03-20 | 0.102 | 9.7 | 10,000 | 0.42 | 27.19 | 10 | Mid TermDeep OTM |
| 10090 | XAUFIXAM | Call | 1,450 | 20-03-20 | 0.335 | 8.0 | 10,000 | 8.22 | 27.87 | 10 | Mid TermATM |
| 10051 | XAUFIXAM | Put | 1,250 | 19-12-20 | 0.010 | 20.8 | 10,000 | 0.58 | 31.86 | 5 | Short TermDeep OTM |
| 10049 | XAUFIXAM | Call | 1,350 | 19-12-20 | 0.405 | 9.5 | 10,000 | 2.92 | 29.69 | 7 | Short TermITM |
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This publication is issued by BNP Paribas Hong Kong Branch and does not constitute any recommendation, invitation, offer or solicitation to purchase or sell structured products. The structured products are non-collateralised products. If the issuer or the guarantor becomes insolvent or defaults on its obligations, you may not be able to recover all or part of the amount due. The price of structured products may fall in value as rapidly as it may rise and investors may sustain a total loss of their investment. When investing in the structured products, investors are relying on the creditworthiness of the issuer and the guarantor. Past performance of the underlying is not an indication of future performance. Callable bull / bear contracts (“CBBCs”) have a mandatory call feature and may be early terminated, in which case: (i) investors will not receive any payment in respect of Category N CBBCs; and (ii) the residual value of Category R CBBCs may be zero. RMB denominated warrants are a new structured products which will be denominated, expressed, transacted and settled in RMB. Investors should carefully study the relevant risks and details relating to the structured products as set out in the base listing document (including any addendum to the base listing document) and the supplemental listing document, and make their own risk assessment, and seek professional advice. BNP Paribas Securities (Asia) Limited, as the liquidity provider of the structured products, may be the only market participant for the structured products. BNP Paribas Securities (Asia) Limited, BNP Paribas Hong Kong Branch and their affiliates make no representations or warranties as to (i) whether the structured products will be listed on the scheduled listing date; and (ii) the liquidity of the structured products subsequent to its listing.
