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17429 CI-NTES@EC2603A

Call / Underlying: 9999 NTES-S

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
17188 NTES-S 9999 JP 259.99 23.2 OTM 45.03% 27-03-2026  
17324 NTES-S 9999 HS 260.19 23.3 OTM 44.30% 20-03-2026  
17432 NTES-S 9999 UB 263.88 25.1 OTM 44.84% 23-03-2026  
17445 NTES-S 9999 BI 260.19 23.3 OTM 46.23% 20-03-2026  
17455 NTES-S 9999 HU 260.19 23.3 OTM 44.30% 20-03-2026  
17536 NTES-S 9999 BP 265 25.6 OTM 41.63% 03-03-2026  
17632 NTES-S 9999 MS 265.2 25.7 OTM 40.40% 24-02-2026  
17661 NTES-S 9999 SG 265.2 25.7 OTM 42.44% 24-02-2026  
17783 NTES-S 9999 CT 265.2 25.7 OTM 39.86% 24-02-2026  

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Terms

Code 17429          
Underlying NTES-S          
Call/Put Call          
Issuer CI          
Warrant Price 0.053          
Strike 260.19          
Maturity Date (D-M-Y) 20-03-2026          
Conversion Ratio 0.01          
Board Lot 10,000          
Total Issue (Million) 70          
Last Trading Date (D-M-Y) 16-03-2026          
Time to Maturity 94day(s)          

Indicators

Implied Volatility 45.27%%          
Hist. Vol (30-days) 30.69%          
Effective Gearing 8.5X          
Gearing 39.8X          
Premium 25.82%          
Outstanding Quantity (M) 0.38          
Outstanding Quantity 0.54%          
Moneyness 23.3 OTM          
Theta -2.0501%          
Delta 21.46%          
Last Update : 16-12-2025 16:20 (15 mins delayed)