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17474 CIBAIDU@EC2606A

Call / Underlying: 9888 Baidu

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
17084 Baidu 9888 HU 168.98 42.4 OTM 54.07% 25-06-2026  
17490 Baidu 9888 BI 168.98 42.4 OTM 53.34% 25-06-2026  
17972 Baidu 9888 GJ 168.98 42.4 OTM 55.50% 25-06-2026  
20405 Baidu 9888 SG 168.98 42.4 OTM 52.78% 25-06-2026  
20407 Baidu 9888 JP 168.98 42.4 OTM 52.78% 25-06-2026  
20427 Baidu 9888 UB 168.98 42.4 OTM 52.97% 25-06-2026  
20727 Baidu 9888 HU 166 39.8 OTM 56.81% 27-03-2026  
20760 Baidu 9888 MS 170.99 44.1 OTM 55.01% 08-06-2026  
21055 Baidu 9888 MS 166.1 39.9 OTM 57.72% 20-03-2026  
23457 Baidu 9888 HS 168.98 42.4 OTM 54.97% 25-06-2026  
23555 Baidu 9888 CT 171.09 44.1 OTM N/A 01-06-2026  
25680 Baidu 9888 MB 168.88 42.3 OTM 53.57% 03-07-2026  

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Terms

Code 17474          
Underlying Baidu          
Call/Put Call          
Issuer CI          
Warrant Price 0.106          
Strike 168.98          
Maturity Date (D-M-Y) 25-06-2026          
Conversion Ratio 0.02          
Board Lot 2,500          
Total Issue (Million) 70          
Last Trading Date (D-M-Y) 18-06-2026          
Time to Maturity 192day(s)          

Indicators

Implied Volatility 52.23%%          
Hist. Vol (30-days) 44.75%          
Effective Gearing 5.3X          
Gearing 22.4X          
Premium 46.82%          
Outstanding Quantity (M) 3.63          
Outstanding Quantity 5.18%          
Moneyness 42.4 OTM          
Theta -0.9814%          
Delta 23.82%          
Last Update : 15-12-2025 16:20 (15 mins delayed)