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13662 MB-CUNI@EC2609A

Call / Underlying: 0762 CHINA UNICOM

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
17759 CHINA UNICOM 0762 HU 9.89 16.2 OTM 32.09% 23-09-2026  
23088 CHINA UNICOM 0762 SG 9.89 16.2 OTM 34.10% 23-09-2026  
27399 CHINA UNICOM 0762 MB 9.58 12.6 OTM 32.06% 31-12-2025  

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Terms

Code 13662          
Underlying CHINA UNICOM          
Call/Put Call          
Issuer MB          
Warrant Price 0.081          
Strike 9.88          
Maturity Date (D-M-Y) 30-09-2026          
Conversion Ratio 0.2          
Board Lot 10,000          
Total Issue (Million) 40          
Last Trading Date (D-M-Y) 24-09-2026          
Time to Maturity 289day(s)          

Indicators

Implied Volatility 32.93%%          
Hist. Vol (30-days) 14.23%          
Effective Gearing 6.5X          
Gearing 21.0X          
Premium 20.86%          
Outstanding Quantity (M) 2.54          
Outstanding Quantity 6.35%          
Moneyness 16.1 OTM          
Theta -0.5411%          
Delta 30.89%          
Last Update : 15-12-2025 16:20 (15 mins delayed)