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28560 BP-CTWR@EC2610A

Call / Underlying: 0788 CHINA TOWER

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
14144 CHINA TOWER 0788 CI 13 6.6 OTM 27.29% 31-12-2025  
25175 CHINA TOWER 0788 CT 12 1.6 ITM 32.22% 21-12-2026  
25310 CHINA TOWER 0788 HS 12.1 0.8 ITM 34.15% 14-12-2026  
25320 CHINA TOWER 0788 SG 12.1 0.8 ITM 34.15% 14-12-2026  
25336 CHINA TOWER 0788 MS 12.1 0.8 ITM 31.55% 14-12-2026  
25366 CHINA TOWER 0788 JP 12.1 0.8 ITM 34.15% 14-12-2026  
25393 CHINA TOWER 0788 UB 12.1 0.8 ITM 33.71% 14-12-2026  
25820 CHINA TOWER 0788 MB 12 1.6 ITM 35.06% 30-09-2026  
26138 CHINA TOWER 0788 BI 12.1 0.8 ITM 35.24% 29-12-2026  
26454 CHINA TOWER 0788 CI 11.9 2.5 ITM 32.53% 14-12-2026  

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Terms

Code 28560          
Underlying CHINA TOWER          
Call/Put Call          
Issuer BP          
Warrant Price 0.135          
Strike 12          
Maturity Date (D-M-Y) 05-10-2026          
Conversion Ratio 0.1          
Board Lot 500          
Total Issue (Million) 60          
Last Trading Date (D-M-Y) 28-09-2026          
Time to Maturity 294day(s)          

Indicators

Implied Volatility 33.48%%          
Hist. Vol (30-days) 22.06%          
Effective Gearing 5.0X          
Gearing 9.0X          
Premium 9.43%          
Outstanding Quantity (M) 9.90          
Outstanding Quantity 16.51%          
Moneyness 1.6 ITM          
Theta -0.2799%          
Delta 54.79%          
Last Update : 15-12-2025 16:20 (15 mins delayed)