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16794 MB-ZTO @EC2602A

Call / Underlying: 2057 ZTO EXPRESS-SW

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
19406 ZTO EXPRESS-SW 2057 CI 205.88 21.2 OTM 64.34% 27-01-2026  
23252 ZTO EXPRESS-SW 2057 BI 210 23.6 OTM 66.16% 30-10-2026  

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Terms

Code 16794          
Underlying ZTO EXPRESS-SW          
Call/Put Call          
Issuer MB          
Warrant Price 0.060          
Strike 205.7          
Maturity Date (D-M-Y) 03-02-2026          
Conversion Ratio 0.01          
Board Lot 5,000          
Total Issue (Million) 40          
Last Trading Date (D-M-Y) 28-01-2026          
Time to Maturity 53day(s)          

Indicators

Implied Volatility 64.97%%          
Hist. Vol (30-days) 28.59%          
Effective Gearing 7.5X          
Gearing 28.3X          
Premium 24.60%          
Outstanding Quantity (M) 3.44          
Outstanding Quantity 8.59%          
Moneyness 21.1 OTM          
Theta -3.0581%          
Delta 26.38%          
Last Update : 12-12-2025 16:20 (15 mins delayed)