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16866 JP-BOCL@EC2601A

Call / Underlying: 3988 BANK OF CHINA

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
13832 BANK OF CHINA 3988 HU 5.7 29 OTM 28.36% 30-10-2026  
14559 BANK OF CHINA 3988 MB 5.78 30.8 OTM 40.97% 03-02-2026  
16746 BANK OF CHINA 3988 MS 5.79 31 OTM 41.19% 27-01-2026  
16804 BANK OF CHINA 3988 UB 5.79 31 OTM 44.85% 27-01-2026  
16817 BANK OF CHINA 3988 BP 5.79 31 OTM 44.29% 27-01-2026  
17379 BANK OF CHINA 3988 HU 5.79 31 OTM 41.19% 27-01-2026  
18194 BANK OF CHINA 3988 MB 5.588 26.4 OTM 27.05% 29-05-2026  
18999 BANK OF CHINA 3988 UB 5.598 26.7 OTM 29.94% 21-05-2026  
19258 BANK OF CHINA 3988 BP 5.58 26.2 OTM 28.04% 21-05-2026  
22608 BANK OF CHINA 3988 MB 5.69 28.7 OTM 28.45% 23-10-2026  

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Terms

Code 16866          
Underlying BANK OF CHINA          
Call/Put Call          
Issuer JP          
Warrant Price 0.010          
Strike 5.79          
Maturity Date (D-M-Y) 27-01-2026          
Conversion Ratio 1          
Board Lot 1,000          
Total Issue (Million) 70          
Last Trading Date (D-M-Y) 21-01-2026          
Time to Maturity 46day(s)          

Indicators

Implied Volatility 41.19%%          
Hist. Vol (30-days) 18.01%          
Effective Gearing N/AX          
Gearing 442.0X          
Premium 31.22%          
Outstanding Quantity (M) 18.27          
Outstanding Quantity 26.10%          
Moneyness 31 OTM          
Theta -8.6041%          
Delta N/A          
Last Update : 12-12-2025 16:20 (15 mins delayed)