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17089 HU-CSPC@EC2607A

Call / Underlying: 1093 CSPC PHARMA

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
22827 CSPC PHARMA 1093 MS 8.94 19 OTM 55.06% 21-07-2026  
23014 CSPC PHARMA 1093 GJ 8.94 19 OTM 55.28% 21-07-2026  
23420 CSPC PHARMA 1093 BP 8.92 18.8 OTM 53.48% 21-07-2026  

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Terms

Code 17089          
Underlying CSPC PHARMA          
Call/Put Call          
Issuer HU          
Warrant Price 0.145          
Strike 8.93          
Maturity Date (D-M-Y) 28-07-2026          
Conversion Ratio 0.2          
Board Lot 10,000          
Total Issue (Million) 40          
Last Trading Date (D-M-Y) 22-07-2026          
Time to Maturity 225day(s)          

Indicators

Implied Volatility 52.68%%          
Hist. Vol (30-days) 33.49%          
Effective Gearing 4.2X          
Gearing 10.4X          
Premium 28.56%          
Outstanding Quantity (M) 12.11          
Outstanding Quantity 30.27%          
Moneyness 18.9 OTM          
Theta -0.5290%          
Delta 40.97%          
Last Update : 15-12-2025 16:20 (15 mins delayed)