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17175 CI-CSPC@EC2602A

Call / Underlying: 1093 CSPC PHARMA

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
17287 CSPC PHARMA 1093 SG 9.6 25.3 OTM 77.58% 31-12-2025  
17389 CSPC PHARMA 1093 HS 9.61 25.5 OTM 96.67% 22-12-2025  
18044 CSPC PHARMA 1093 JP 9.61 25.5 OTM 96.67% 22-12-2025  
18046 CSPC PHARMA 1093 UB 9.61 25.5 OTM 105.42% 22-12-2025  
21806 CSPC PHARMA 1093 CT 9.34 21.9 OTM 55.47% 20-02-2026  

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Terms

Code 17175          
Underlying CSPC PHARMA          
Call/Put Call          
Issuer CI          
Warrant Price 0.033          
Strike 9.33          
Maturity Date (D-M-Y) 27-02-2026          
Conversion Ratio 0.2          
Board Lot 10,000          
Total Issue (Million) 40          
Last Trading Date (D-M-Y) 23-02-2026          
Time to Maturity 77day(s)          

Indicators

Implied Volatility 44.66%%          
Hist. Vol (30-days) 34.15%          
Effective Gearing 9.5X          
Gearing 46.4X          
Premium 23.96%          
Outstanding Quantity (M) 12.74          
Outstanding Quantity 31.85%          
Moneyness 21.8 OTM          
Theta -2.5334%          
Delta 20.48%          
Last Update : 12-12-2025 16:20 (15 mins delayed)