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15917 JPPETCH@EC2606A

Call / Underlying: 0857 PETROCHINA

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
17567 PETROCHINA 0857 MB 10.857 31.8 OTM 40.32% 03-03-2026  
19472 PETROCHINA 0857 MS 10.867 31.9 OTM 34.65% 24-02-2026  
19527 PETROCHINA 0857 BI 10.86 31.8 OTM 35.22% 24-02-2026  
20257 PETROCHINA 0857 CT 10.867 31.9 OTM 35.29% 24-02-2026  
21997 PETROCHINA 0857 HU 10.6 28.6 OTM 31.60% 03-08-2026  
22145 PETROCHINA 0857 JP 10.86 31.8 OTM 37.89% 24-02-2026  
22180 PETROCHINA 0857 UB 10.867 31.9 OTM 36.69% 24-02-2026  
22192 PETROCHINA 0857 BP 11 33.5 OTM 36.27% 11-05-2026  
22198 PETROCHINA 0857 HS 10.86 31.8 OTM 34.58% 24-02-2026  
22376 PETROCHINA 0857 GJ 10.867 31.9 OTM 36.01% 24-02-2026  
22690 PETROCHINA 0857 HU 10.867 31.9 OTM 32.63% 24-02-2026  
23182 PETROCHINA 0857 JP 11.01 33.6 OTM 33.65% 04-05-2026  
23217 PETROCHINA 0857 UB 11.01 33.6 OTM 33.94% 04-05-2026  
23259 PETROCHINA 0857 BI 11.01 33.6 OTM 33.74% 04-05-2026  
23523 PETROCHINA 0857 MB 11.111 34.8 OTM N/A 30-06-2026  

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Terms

Code 15917          
Underlying PETROCHINA          
Call/Put Call          
Issuer JP          
Warrant Price 0.560          
Strike 5.55          
Maturity Date (D-M-Y) 30-06-2026          
Conversion Ratio 0.2          
Board Lot 10,000          
Total Issue (Million) 70          
Last Trading Date (D-M-Y) 24-06-2026          
Time to Maturity 200day(s)          

Indicators

Implied Volatility 58.70%%          
Hist. Vol (30-days) 24.50%          
Effective Gearing 2.5X          
Gearing 2.9X          
Premium 1.33%          
Outstanding Quantity (M) 0.08          
Outstanding Quantity 0.11%          
Moneyness 32.6 ITM          
Theta -0.1067%          
Delta 85.82%          
Last Update : 12-12-2025 16:20 (15 mins delayed)