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15826 HUCP&CC@EC2602A

Call / Underlying: 0386 SINOPEC CORP

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
16450 SINOPEC CORP 0386 JP 4.87 10.2 OTM 25.09% 27-01-2026  
16466 SINOPEC CORP 0386 UB 4.87 10.2 OTM 25.37% 27-01-2026  
20379 SINOPEC CORP 0386 BP 4.9 10.9 OTM 26.10% 02-04-2026  
21002 SINOPEC CORP 0386 CI 4.8 8.6 OTM 27.65% 29-05-2026  
22570 SINOPEC CORP 0386 MS 4.91 11.1 OTM 26.61% 26-03-2026  
22624 SINOPEC CORP 0386 BI 4.91 11.1 OTM 26.99% 26-03-2026  

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Terms

Code 15826          
Underlying SINOPEC CORP          
Call/Put Call          
Issuer HU          
Warrant Price 0.039          
Strike 4.86          
Maturity Date (D-M-Y) 03-02-2026          
Conversion Ratio 1          
Board Lot 2,000          
Total Issue (Million) 40          
Last Trading Date (D-M-Y) 28-01-2026          
Time to Maturity 50day(s)          

Indicators

Implied Volatility 25.57%%          
Hist. Vol (30-days) 21.64%          
Effective Gearing 20.2X          
Gearing 113.3X          
Premium 10.84%          
Outstanding Quantity (M) 1.23          
Outstanding Quantity 3.07%          
Moneyness 10 OTM          
Theta -4.0184%          
Delta 17.78%          
Last Update : 15-12-2025 16:20 (15 mins delayed)