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29174 JPCITSE@EC2602A

Call / Underlying: 6030 CITIC SEC

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
13609 CITIC SEC 6030 UB 28.33 3.1 OTM 95.34% 20-02-2026  
14122 CITIC SEC 6030 HU 28.33 3.1 OTM 49.06% 20-02-2026  
14269 CITIC SEC 6030 BI 28.33 3.1 OTM 89.91% 20-02-2026  
16567 CITIC SEC 6030 SG 28.33 3.1 OTM 73.07% 03-03-2026  
17583 CITIC SEC 6030 HS 28.33 3.1 OTM 82.40% 20-02-2026  

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Terms

Code 29174          
Underlying CITIC SEC          
Call/Put Call          
Issuer JP          
Warrant Price 0.085          
Strike 28.28          
Maturity Date (D-M-Y) 27-02-2026          
Conversion Ratio 0.02          
Board Lot 25,000          
Total Issue (Million) 70          
Last Trading Date (D-M-Y) 23-02-2026          
Time to Maturity 74day(s)          

Indicators

Implied Volatility 95.25%%          
Hist. Vol (30-days) 30.06%          
Effective Gearing 3.6X          
Gearing 6.5X          
Premium 18.38%          
Outstanding Quantity (M) 4.83          
Outstanding Quantity 6.89%          
Moneyness 2.9 OTM          
Theta -1.0451%          
Delta 55.34%          
Last Update : 15-12-2025 16:20 (15 mins delayed)