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26764 MS-ICBC@EC2812A

Call / Underlying: 1398 ICBC

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
17010 ICBC 1398 HU 7.21 17.4 OTM 28.77% 10-07-2026  
19899 ICBC 1398 SG 7.2 17.3 OTM 25.89% 17-07-2026  
20013 ICBC 1398 BI 7.21 17.4 OTM 27.98% 10-07-2026  
20043 ICBC 1398 JP 7.21 17.4 OTM 27.68% 17-07-2026  
20072 ICBC 1398 UB 7.21 17.4 OTM 29.47% 10-07-2026  
20141 ICBC 1398 MS 7.21 17.4 OTM 28.05% 10-07-2026  
20178 ICBC 1398 HS 7.21 17.4 OTM 27.75% 17-07-2026  
20896 ICBC 1398 CT 7.28 18.6 OTM 26.03% 02-06-2026  
21988 ICBC 1398 MB 7.388 20.3 OTM 26.87% 02-06-2026  
22193 ICBC 1398 BP 7.68 25.1 OTM 29.70% 11-05-2026  
22838 ICBC 1398 JP 7.69 25.2 OTM 27.99% 04-05-2026  
22904 ICBC 1398 UB 7.69 25.2 OTM 27.87% 04-05-2026  
22974 ICBC 1398 HS 7.69 25.2 OTM 26.88% 04-05-2026  
26283 ICBC 1398 KS 4.88 20.5 ITM 41.67% 28-12-2028  
26399 ICBC 1398 JP 4.89 20.4 ITM 36.23% 19-12-2028  

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Terms

Code 26764          
Underlying ICBC          
Call/Put Call          
Issuer MS          
Warrant Price 0.275          
Strike 4.89          
Maturity Date (D-M-Y) 19-12-2028          
Conversion Ratio 0.2          
Board Lot 5,000          
Total Issue (Million) 99          
Last Trading Date (D-M-Y) 13-12-2028          
Time to Maturity 1103day(s)          

Indicators

Implied Volatility 27.37%%          
Hist. Vol (30-days) 19.61%          
Effective Gearing 3.2X          
Gearing 4.5X          
Premium 2.04%          
Outstanding Quantity (M) 31.14          
Outstanding Quantity 31.46%          
Moneyness 20.4 ITM          
Theta -0.0597%          
Delta 72.15%          
Last Update : 12-12-2025 16:20 (15 mins delayed)