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16865 JP-CSPC@EC2603A

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 1.4 OTM 54.63% 03-02-2026  
16130 CSPC PHARMA 1093 BI 7.8 1.8 OTM 58.00% 30-06-2026  
16263 CSPC PHARMA 1093 HU 7.82 2.1 OTM 47.73% 05-05-2026  
16796 CSPC PHARMA 1093 MB 7.83 2.2 OTM 49.46% 27-04-2026  

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Terms

Code 16865          
Underlying CSPC PHARMA          
Call/Put Call          
Issuer JP          
Warrant Price 0.168          
Strike 7.93          
Maturity Date (D-M-Y) 31-03-2026          
Conversion Ratio 0.2          
Board Lot 10,000          
Total Issue (Million) 70          
Last Trading Date (D-M-Y) 25-03-2026          
Time to Maturity 109day(s)          

Indicators

Implied Volatility 55.17%%          
Hist. Vol (30-days) 34.15%          
Effective Gearing 4.8X          
Gearing 9.1X          
Premium 14.49%          
Outstanding Quantity (M) 0.30          
Outstanding Quantity 0.43%          
Moneyness 3.5 OTM          
Theta -0.7447%          
Delta 52.72%          
Last Update : 12-12-2025 16:20 (15 mins delayed)