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16434 CI-ICBC@EC2512A

Call / Underlying: 1398 ICBC

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
16501 ICBC 1398 BP 5.78 5.1 ITM 41.58% 19-12-2025  
17293 ICBC 1398 SG 6.5 6.7 OTM 21.75% 30-01-2026  
19882 ICBC 1398 CT 6.51 6.9 OTM 22.16% 23-01-2026  
19928 ICBC 1398 MS 6.51 6.9 OTM 22.34% 23-01-2026  
25637 ICBC 1398 MB 5.77 5.3 ITM 38.71% 30-12-2025  
27225 ICBC 1398 MS 5.78 5.1 ITM 55.23% 19-12-2025  

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Terms

Code 16434          
Underlying ICBC          
Call/Put Call          
Issuer CI          
Warrant Price 0.246          
Strike 5.88          
Maturity Date (D-M-Y) 19-12-2025          
Conversion Ratio 1          
Board Lot 1,000          
Total Issue (Million) 40          
Last Trading Date (D-M-Y) 15-12-2025          
Time to Maturity 4day(s)          

Indicators

Implied Volatility 43.89%%          
Hist. Vol (30-days) 19.55%          
Effective Gearing 19.4X          
Gearing 24.8X          
Premium 0.59%          
Outstanding Quantity (M) 0.00          
Outstanding Quantity 0.00%          
Moneyness 3.4 ITM          
Theta -5.8338%          
Delta 78.29%          
Last Update : 15-12-2025 16:20 (15 mins delayed)