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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)
28240 CITIC SEC 6030 MS 43.99 60.1 OTM 221.45% 24-12-2025  
28633 CITIC SEC 6030 HS 44.04 60.3 OTM 470.66% 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 16day(s)          

Indicators

Implied Volatility 177.94%%          
Hist. Vol (30-days) 30.06%          
Effective Gearing 6.2X          
Gearing 45.8X          
Premium 62.45%          
Outstanding Quantity (M) 0.13          
Outstanding Quantity 0.19%          
Moneyness 60.3 OTM          
Theta -16.0157%          
Delta 13.56%          
Last Update : 15-12-2025 16:20 (15 mins delayed)