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16501 BP-ICBC@EC2512A

Call / Underlying: 1398 ICBC

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
13670 ICBC 1398 HU 6.8 10.7 OTM 24.85% 30-01-2026  
16434 ICBC 1398 CI 5.88 4.2 ITM 24.22% 19-12-2025  
17293 ICBC 1398 SG 6.5 5.9 OTM 19.36% 30-01-2026  
19882 ICBC 1398 CT 6.51 6 OTM 20.73% 23-01-2026  
19928 ICBC 1398 MS 6.51 6 OTM 21.36% 23-01-2026  
25637 ICBC 1398 MB 5.77 6.0 ITM 27.02% 30-12-2025  
25848 ICBC 1398 BI 5.5 10.4 ITM N/A 30-12-2025  
27225 ICBC 1398 MS 5.78 5.9 ITM 264.95% 19-12-2025  
27249 ICBC 1398 DS 5.51 10.3 ITM N/A 19-12-2025  
27297 ICBC 1398 HS 5.51 10.3 ITM 145.23% 19-12-2025  
27303 ICBC 1398 JP 5.55 9.6 ITM N/A 19-12-2025  

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Terms

Code 16501          
Underlying ICBC          
Call/Put Call          
Issuer BP          
Warrant Price 0.355          
Strike 5.78          
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 7day(s)          

Indicators

Implied Volatility 264.95%%          
Hist. Vol (30-days) 19.61%          
Effective Gearing 11.0X          
Gearing 17.3X          
Premium -0.08%          
Outstanding Quantity (M) 1.93          
Outstanding Quantity 4.83%          
Moneyness 5.9 ITM          
Theta -23.7347%          
Delta 63.62%          
Last Update : 12-12-2025 16:20 (15 mins delayed)