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13048 MB-CSPC@EC2602A

Call / Underlying: 1093 CSPC PHARMA

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
16130 CSPC PHARMA 1093 BI 7.8 3.9 OTM 57.91% 30-06-2026  
16263 CSPC PHARMA 1093 HU 7.82 4.1 OTM 47.35% 05-05-2026  
16796 CSPC PHARMA 1093 MB 7.83 4.3 OTM 49.37% 27-04-2026  
16865 CSPC PHARMA 1093 JP 7.93 5.6 OTM 54.91% 31-03-2026  

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Terms

Code 13048          
Underlying CSPC PHARMA          
Call/Put Call          
Issuer MB          
Warrant Price 0.500          
Strike 7.77          
Maturity Date (D-M-Y) 03-02-2026          
Conversion Ratio 1          
Board Lot 2,000          
Total Issue (Million) 39.85          
Last Trading Date (D-M-Y) 28-01-2026          
Time to Maturity 50day(s)          

Indicators

Implied Volatility 54.21%%          
Hist. Vol (30-days) 33.49%          
Effective Gearing 7.2X          
Gearing 15.0X          
Premium 10.12%          
Outstanding Quantity (M) 0.04          
Outstanding Quantity 0.09%          
Moneyness 3.5 OTM          
Theta -1.7136%          
Delta 47.77%          
Last Update : 15-12-2025 16:20 (15 mins delayed)