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27322 CI-BOCL@EC2512A

Call / Underlying: 3988 BANK OF CHINA

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
14974 BANK OF CHINA 3988 JP 4.69 6.1 OTM 22.67% 23-03-2026  
16456 BANK OF CHINA 3988 SG 4.9 10.9 OTM 25.09% 21-07-2026  
21175 BANK OF CHINA 3988 SG 4.68 5.9 OTM 20.60% 30-03-2026  
21667 BANK OF CHINA 3988 MS 4.69 6.1 OTM 21.64% 23-03-2026  
21739 BANK OF CHINA 3988 UB 4.69 6.1 OTM 21.99% 23-03-2026  
23016 BANK OF CHINA 3988 GJ 4.91 11.1 OTM 25.94% 14-07-2026  
23323 BANK OF CHINA 3988 HS 4.91 11.1 OTM 26.03% 14-07-2026  
23460 BANK OF CHINA 3988 CI 4.688 6.1 OTM 23.28% 23-03-2026  
25001 BANK OF CHINA 3988 MB 4.08 7.7 ITM 30.88% 05-01-2026  
27254 BANK OF CHINA 3988 MS 4.09 7.5 ITM 31.02% 24-12-2025  
27294 BANK OF CHINA 3988 HS 4.09 7.5 ITM 102.68% 24-12-2025  

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Terms

Code 27322          
Underlying BANK OF CHINA          
Call/Put Call          
Issuer CI          
Warrant Price 0.340          
Strike 4.09          
Maturity Date (D-M-Y) 24-12-2025          
Conversion Ratio 1          
Board Lot 1,000          
Total Issue (Million) 60          
Last Trading Date (D-M-Y) 18-12-2025          
Time to Maturity 12day(s)          

Indicators

Implied Volatility 31.02%%          
Hist. Vol (30-days) 18.01%          
Effective Gearing N/AX          
Gearing 13.0X          
Premium 0.23%          
Outstanding Quantity (M) 0.00          
Outstanding Quantity 0.01%          
Moneyness 7.5 ITM          
Theta -0.6522%          
Delta N/A          
Last Update : 12-12-2025 16:20 (15 mins delayed)