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16796 MB-CSPC@EC2604A

Call / Underlying: 1093 CSPC PHARMA

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
13048 CSPC PHARMA 1093 MB 7.77 3.5 OTM 54.21% 03-02-2026  
16130 CSPC PHARMA 1093 BI 7.8 3.9 OTM 57.91% 30-06-2026  
16263 CSPC PHARMA 1093 HU 7.82 4.1 OTM 47.35% 05-05-2026  
16865 CSPC PHARMA 1093 JP 7.93 5.6 OTM 54.91% 31-03-2026  

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Terms

Code 16796          
Underlying CSPC PHARMA          
Call/Put Call          
Issuer MB          
Warrant Price 0.160          
Strike 7.83          
Maturity Date (D-M-Y) 27-04-2026          
Conversion Ratio 0.2          
Board Lot 10,000          
Total Issue (Million) 53.2          
Last Trading Date (D-M-Y) 21-04-2026          
Time to Maturity 133day(s)          

Indicators

Implied Volatility 49.37%%          
Hist. Vol (30-days) 33.49%          
Effective Gearing 4.9X          
Gearing 9.4X          
Premium 14.91%          
Outstanding Quantity (M) 0.12          
Outstanding Quantity 0.23%          
Moneyness 4.3 OTM          
Theta -0.6300%          
Delta 51.94%          
Last Update : 15-12-2025 16:20 (15 mins delayed)