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16771 MB-NTES@EC2606A

Call / Underlying: 9999 NTES-S

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
19491 NTES-S 9999 SG 300.199 37.5 OTM 45.75% 22-06-2026  
19666 NTES-S 9999 BP 300 37.4 OTM 43.23% 22-06-2026  
20371 NTES-S 9999 GJ 300.199 37.5 OTM 49.13% 22-06-2026  
20665 NTES-S 9999 BI 302.22 38.4 OTM 51.02% 30-06-2026  
22886 NTES-S 9999 CT 303.33 38.9 OTM 45.29% 26-05-2026  

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Terms

Code 16771          
Underlying NTES-S          
Call/Put Call          
Issuer MB          
Warrant Price 0.091          
Strike 299.999          
Maturity Date (D-M-Y) 29-06-2026          
Conversion Ratio 0.01          
Board Lot 10,000          
Total Issue (Million) 40          
Last Trading Date (D-M-Y) 23-06-2026          
Time to Maturity 199day(s)          

Indicators

Implied Volatility 48.15%%          
Hist. Vol (30-days) 28.66%          
Effective Gearing 5.7X          
Gearing 24.0X          
Premium 41.53%          
Outstanding Quantity (M) 0.88          
Outstanding Quantity 2.20%          
Moneyness 37.4 OTM          
Theta -0.9439%          
Delta 23.75%          
Last Update : 12-12-2025 16:20 (15 mins delayed)