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27297 HS-ICBC@EC2512A

Call / Underlying: 1398 ICBC

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
16501 ICBC 1398 BP 5.78 3.3 ITM 98.01% 19-12-2025  
17293 ICBC 1398 SG 6.5 8.7 OTM 22.34% 30-01-2026  
19882 ICBC 1398 CT 6.51 8.9 OTM 22.49% 23-01-2026  
19928 ICBC 1398 MS 6.51 8.9 OTM 22.25% 23-01-2026  
25637 ICBC 1398 MB 5.77 3.5 ITM 17.19% 30-12-2025  
25848 ICBC 1398 BI 5.5 8.0 ITM 38.18% 30-12-2025  
27225 ICBC 1398 MS 5.78 3.3 ITM 108.04% 19-12-2025  
27249 ICBC 1398 DS 5.51 7.9 ITM 159.77% 19-12-2025  
27303 ICBC 1398 JP 5.55 7.2 ITM 152.73% 19-12-2025  

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Terms

Code 27297          
Underlying ICBC          
Call/Put Call          
Issuer HS          
Warrant Price 0.850          
Strike 5.51          
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 3day(s)          

Indicators

Implied Volatility 280.55%%          
Hist. Vol (30-days) 18.48%          
Effective Gearing 4.7X          
Gearing 7.0X          
Premium 6.35%          
Outstanding Quantity (M) 0.00          
Outstanding Quantity 0.00%          
Moneyness 7.9 ITM          
Theta -15.0074%          
Delta 67.28%          
Last Update : 16-12-2025 16:20 (15 mins delayed)