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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 12.2 OTM 23.47% 27-01-2026  
16466 SINOPEC CORP 0386 UB 4.87 12.2 OTM 24.20% 27-01-2026  
20379 SINOPEC CORP 0386 BP 4.9 12.9 OTM 24.54% 02-04-2026  
21002 SINOPEC CORP 0386 CI 4.8 10.6 OTM 27.54% 29-05-2026  
22570 SINOPEC CORP 0386 MS 4.91 13.1 OTM 25.60% 26-03-2026  
22624 SINOPEC CORP 0386 BI 4.91 13.1 OTM 26.87% 26-03-2026  

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Terms

Code 15826          
Underlying SINOPEC CORP          
Call/Put Call          
Issuer HU          
Warrant Price 0.027          
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 53day(s)          

Indicators

Implied Volatility 24.85%%          
Hist. Vol (30-days) 21.44%          
Effective Gearing 21.4X          
Gearing 160.7X          
Premium 12.60%          
Outstanding Quantity (M) 1.28          
Outstanding Quantity 3.19%          
Moneyness 12 OTM          
Theta -4.4485%          
Delta 13.32%          
Last Update : 12-12-2025 16:20 (15 mins delayed)