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27303 JP-ICBC@EC2512A

Call / Underlying: 1398 ICBC

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
13670 ICBC 1398 HU 6.8 11.7 OTM 25.96% 30-01-2026  
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  
20536 ICBC 1398 SG 6.81 11.8 OTM 25.77% 23-01-2026  
20585 ICBC 1398 BI 6.81 11.8 OTM 25.45% 23-01-2026  
20618 ICBC 1398 JP 6.81 11.8 OTM 24.59% 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  
27225 ICBC 1398 MS 5.78 5.1 ITM 55.23% 19-12-2025  
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  

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Terms

Code 27303          
Underlying ICBC          
Call/Put Call          
Issuer JP          
Warrant Price 0.580          
Strike 5.55          
Maturity Date (D-M-Y) 19-12-2025          
Conversion Ratio 1          
Board Lot 1,000          
Total Issue (Million) 50          
Last Trading Date (D-M-Y) 15-12-2025          
Time to Maturity 4day(s)          

Indicators

Implied Volatility 84.55%%          
Hist. Vol (30-days) 19.55%          
Effective Gearing 9.0X          
Gearing 10.5X          
Premium 0.66%          
Outstanding Quantity (M) 0.01          
Outstanding Quantity 0.01%          
Moneyness 8.9 ITM          
Theta -3.5848%          
Delta 86.14%          
Last Update : 15-12-2025 16:20 (15 mins delayed)