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14269 BICITSE@EC2602A

Call / Underlying: 6030 CITIC SEC

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
13609 CITIC SEC 6030 UB 28.33 0.7 OTM 85.76% 20-02-2026  
14122 CITIC SEC 6030 HU 28.33 0.7 OTM 42.62% 20-02-2026  
16567 CITIC SEC 6030 SG 28.33 0.7 OTM 66.91% 03-03-2026  
17583 CITIC SEC 6030 HS 28.33 0.7 OTM 76.47% 20-02-2026  
29174 CITIC SEC 6030 JP 28.28 0.6 OTM 89.05% 27-02-2026  

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Terms

Code 14269          
Underlying CITIC SEC          
Call/Put Call          
Issuer BI          
Warrant Price 0.079          
Strike 28.33          
Maturity Date (D-M-Y) 20-02-2026          
Conversion Ratio 0.02          
Board Lot 25,000          
Total Issue (Million) 60          
Last Trading Date (D-M-Y) 11-02-2026          
Time to Maturity 70day(s)          

Indicators

Implied Volatility 84.73%%          
Hist. Vol (30-days) 27.85%          
Effective Gearing 4.0X          
Gearing 7.1X          
Premium 14.79%          
Outstanding Quantity (M) 0.75          
Outstanding Quantity 1.25%          
Moneyness 0.7 OTM          
Theta -1.0529%          
Delta 55.91%          
Last Update : 12-12-2025 16:20 (15 mins delayed)