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17084 HUBAIDU@EC2606A

Call / Underlying: 9888 Baidu

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
17474 Baidu 9888 CI 168.98 34.1 OTM 51.57% 25-06-2026  
17490 Baidu 9888 BI 168.98 34.1 OTM 52.67% 25-06-2026  
17972 Baidu 9888 GJ 168.98 34.1 OTM 54.84% 25-06-2026  
20405 Baidu 9888 SG 168.98 34.1 OTM 52.04% 25-06-2026  
20407 Baidu 9888 JP 168.98 34.1 OTM 51.73% 25-06-2026  
20427 Baidu 9888 UB 168.98 34.1 OTM 51.73% 25-06-2026  
20727 Baidu 9888 HU 166 31.7 OTM 53.17% 27-03-2026  
20760 Baidu 9888 MS 170.99 35.7 OTM 55.51% 08-06-2026  
21055 Baidu 9888 MS 166.1 31.8 OTM 58.98% 20-03-2026  
23457 Baidu 9888 HS 168.98 34.1 OTM 54.53% 25-06-2026  
25680 Baidu 9888 MB 168.88 34 OTM 51.65% 03-07-2026  

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Terms

Code 17084          
Underlying Baidu          
Call/Put Call          
Issuer HU          
Warrant Price 0.137          
Strike 168.98          
Maturity Date (D-M-Y) 25-06-2026          
Conversion Ratio 0.02          
Board Lot 2,500          
Total Issue (Million) 67.5          
Last Trading Date (D-M-Y) 18-06-2026          
Time to Maturity 195day(s)          

Indicators

Implied Volatility 50.61%%          
Hist. Vol (30-days) 45.18%          
Effective Gearing 5.2X          
Gearing 18.4X          
Premium 39.55%          
Outstanding Quantity (M) 12.99          
Outstanding Quantity 19.24%          
Moneyness 34.1 OTM          
Theta -0.8491%          
Delta 28.2%          
Last Update : 12-12-2025 16:20 (15 mins delayed)