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17632 MS-NTES@EC2602A

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 19 OTM 44.01% 27-03-2026  
17324 NTES-S 9999 HS 260.19 19.1 OTM 43.57% 20-03-2026  
17429 NTES-S 9999 CI 260.19 19.1 OTM 44.39% 20-03-2026  
17432 NTES-S 9999 UB 263.88 20.8 OTM 43.90% 23-03-2026  
17445 NTES-S 9999 BI 260.19 19.1 OTM 46.00% 20-03-2026  
17455 NTES-S 9999 HU 260.19 19.1 OTM 41.34% 20-03-2026  
17536 NTES-S 9999 BP 265 21.3 OTM 39.28% 03-03-2026  
17661 NTES-S 9999 SG 265.2 21.4 OTM 40.96% 24-02-2026  
17783 NTES-S 9999 CT 265.2 21.4 OTM 39.38% 24-02-2026  

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Terms

Code 17632          
Underlying NTES-S          
Call/Put Call          
Issuer MS          
Warrant Price 0.030          
Strike 265.2          
Maturity Date (D-M-Y) 24-02-2026          
Conversion Ratio 0.01          
Board Lot 10,000          
Total Issue (Million) 68          
Last Trading Date (D-M-Y) 13-02-2026          
Time to Maturity 74day(s)          

Indicators

Implied Volatility 38.56%%          
Hist. Vol (30-days) 28.66%          
Effective Gearing 11.7X          
Gearing 72.8X          
Premium 22.80%          
Outstanding Quantity (M) 1.60          
Outstanding Quantity 2.35%          
Moneyness 21.4 OTM          
Theta -3.0025%          
Delta 16.02%          
Last Update : 12-12-2025 16:20 (15 mins delayed)