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14258 MBCITSE@EC2512A

Call / Underlying: 6030 CITIC SEC

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
25018 CITIC SEC 6030 MB 13.58 51.7 ITM 178.26% 05-01-2026  
27267 CITIC SEC 6030 MS 13.6 51.6 ITM N/A 24-12-2025  
28240 CITIC SEC 6030 MS 43.99 56.4 OTM 184.12% 24-12-2025  
28633 CITIC SEC 6030 HS 44.04 56.6 OTM 285.86% 17-12-2025  

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Terms

Code 14258          
Underlying CITIC SEC          
Call/Put Call          
Issuer MB          
Warrant Price 0.012          
Strike 44.04          
Maturity Date (D-M-Y) 31-12-2025          
Conversion Ratio 0.02          
Board Lot 2,500          
Total Issue (Million) 66.67          
Last Trading Date (D-M-Y) 22-12-2025          
Time to Maturity 19day(s)          

Indicators

Implied Volatility 156.96%%          
Hist. Vol (30-days) 27.85%          
Effective Gearing 6.4X          
Gearing 46.9X          
Premium 58.75%          
Outstanding Quantity (M) 0.13          
Outstanding Quantity 0.19%          
Moneyness 56.6 OTM          
Theta -13.3539%          
Delta 13.68%          
Last Update : 12-12-2025 16:20 (15 mins delayed)