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15918 JPCSA50@EC2603A

Call / Underlying: 2822 CSOP A50 ETF

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
15246 CSOP A50 ETF 2822 MB 15.25 0.5 ITM 20.58% 25-03-2026  

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Terms

Code 15918          
Underlying CSOP A50 ETF          
Call/Put Call          
Issuer JP          
Warrant Price 0.129          
Strike 15.26          
Maturity Date (D-M-Y) 18-03-2026          
Conversion Ratio 0.2          
Board Lot 1,000          
Total Issue (Million) 70          
Last Trading Date (D-M-Y) 12-03-2026          
Time to Maturity 96day(s)          

Indicators

Implied Volatility 23.86%%          
Hist. Vol (30-days) 13.58%          
Effective Gearing 11.5X          
Gearing 23.8X          
Premium 3.75%          
Outstanding Quantity (M) 7.09          
Outstanding Quantity 10.13%          
Moneyness 0.5 ITM          
Theta -0.9405%          
Delta 48.32%          
Last Update : 12-12-2025 16:20 (15 mins delayed)