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25937 GJBAIDU@EC2512A

Call / Underlying: 9888 Baidu

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
19700 Baidu 9888 MB 109.888 7.4 ITM 57.11% 02-09-2026  
20326 Baidu 9888 HU 128.28 8.1 OTM 47.49% 05-06-2026  
20356 Baidu 9888 HS 132.88 11.9 OTM 50.63% 03-07-2026  
20451 Baidu 9888 BP 136.88 15.3 OTM 48.27% 02-06-2026  
20464 Baidu 9888 BI 132.98 12 OTM 51.91% 25-06-2026  
20480 Baidu 9888 GJ 128.38 8.2 OTM 50.56% 29-05-2026  
20598 Baidu 9888 MS 133.99 12.9 OTM 50.25% 17-03-2026  
20863 Baidu 9888 CI 138 16.3 OTM 47.28% 23-03-2026  
21022 Baidu 9888 HS 138.1 16.3 OTM 48.80% 16-03-2026  
21025 Baidu 9888 BP 138.1 16.3 OTM 48.01% 16-03-2026  
21027 Baidu 9888 JP 138.1 16.3 OTM 48.80% 16-03-2026  
21914 Baidu 9888 SG 138.1 16.3 OTM 48.80% 16-03-2026  
24438 Baidu 9888 MB 105 11.5 ITM 36.25% 05-01-2026  
25864 Baidu 9888 JP 105.1 11.5 ITM 162.40% 24-12-2025  
25875 Baidu 9888 UB 105.1 11.5 ITM 47.76% 24-12-2025  
25915 Baidu 9888 MS 104.99 11.6 ITM N/A 24-12-2025  
25923 Baidu 9888 SG 105.1 11.5 ITM 47.76% 24-12-2025  
25933 Baidu 9888 CT 105.1 11.5 ITM 41.52% 24-12-2025  
25939 Baidu 9888 HS 105.1 11.5 ITM 41.52% 24-12-2025  
26212 Baidu 9888 HU 105.1 11.5 ITM N/A 29-12-2025  
26458 Baidu 9888 KS 105.1 11.5 ITM 73.59% 24-12-2025  
27042 Baidu 9888 BP 105 11.5 ITM 30.38% 05-01-2026  
27669 Baidu 9888 BI 105.1 11.5 ITM 162.40% 24-12-2025  

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Terms

Code 25937          
Underlying Baidu          
Call/Put Call          
Issuer GJ          
Warrant Price 0.134          
Strike 105.1          
Maturity Date (D-M-Y) 24-12-2025          
Conversion Ratio 0.01          
Board Lot 5,000          
Total Issue (Million) 70          
Last Trading Date (D-M-Y) 18-12-2025          
Time to Maturity 9day(s)          

Indicators

Implied Volatility 162.40%%          
Hist. Vol (30-days) 44.75%          
Effective Gearing 6.4X          
Gearing 8.9X          
Premium -0.17%          
Outstanding Quantity (M) 19.36          
Outstanding Quantity 27.66%          
Moneyness 11.5 ITM          
Theta -5.8272%          
Delta 72.66%          
Last Update : 15-12-2025 16:20 (15 mins delayed)