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27225 MS-ICBC@EC2512A

Call / Underlying: 1398 ICBC

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
16434 ICBC 1398 CI 5.88 3.4 ITM 43.89% 19-12-2025  
16501 ICBC 1398 BP 5.78 5.1 ITM 41.58% 19-12-2025  
17293 ICBC 1398 SG 6.5 6.7 OTM 21.75% 30-01-2026  
19882 ICBC 1398 CT 6.51 6.9 OTM 22.16% 23-01-2026  
19928 ICBC 1398 MS 6.51 6.9 OTM 22.34% 23-01-2026  
25637 ICBC 1398 MB 5.77 5.3 ITM 38.71% 30-12-2025  
25848 ICBC 1398 BI 5.5 9.7 ITM 49.80% 30-12-2025  
27249 ICBC 1398 DS 5.51 9.5 ITM 89.03% 19-12-2025  
27297 ICBC 1398 HS 5.51 9.5 ITM 208.89% 19-12-2025  
27303 ICBC 1398 JP 5.55 8.9 ITM 84.55% 19-12-2025  

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Terms

Code 27225          
Underlying ICBC          
Call/Put Call          
Issuer MS          
Warrant Price 0.345          
Strike 5.78          
Maturity Date (D-M-Y) 19-12-2025          
Conversion Ratio 1          
Board Lot 1,000          
Total Issue (Million) 80          
Last Trading Date (D-M-Y) 15-12-2025          
Time to Maturity 4day(s)          

Indicators

Implied Volatility 55.23%%          
Hist. Vol (30-days) 19.55%          
Effective Gearing 14.5X          
Gearing 17.7X          
Premium 0.57%          
Outstanding Quantity (M) 0.04          
Outstanding Quantity 0.06%          
Moneyness 5.1 ITM          
Theta -4.6249%          
Delta 82.3%          
Last Update : 15-12-2025 16:20 (15 mins delayed)