Terms and Data
Intraday Chart Close
Strike24,880 Moneyness6.9% OTM
Effective Gearing* 14.8 Delta* 23%
Implied Volatility22.6% Vega9.4%
Entitlement Ratio8,000 Outstanding Quantity
(M Shares) / %48.8/ 16.3%
Theta-1.63% Premium (%)8.4
Maturity
(Y-M-D)2026-03-30
Break-Even (pts)24,472
Listing 2025-09-23
Today 2026-01-07
Last Trading 2026-03-24
Maturity 2026-03-30
Last Trade Date (Y-M-DD)2026-03-24 Board Lot (Shares)10,000
Approximate Change for 1 Tick
Price Change of warrants(Sensitivity)*35.3pts
 
Listing 2025-09-23
Today 2026-01-07
Last Trading 2026-03-24
Maturity 2026-03-30
*Effective Gearing, Delta, and Sensitivity are derived from J.P. Morgan’s proprietary pricing model. These parameters reflect the relationship between the price of the underlying asset and the theoretical price changes of the Warrants. Investors should note that these figures are for reference only and may fluctuate with changes in the underlying asset price and the remaining time to maturity of the Warrants. In addition to the performance of the underlying asset, the Warrants price may also be affected by other market factors. For details, please refer to our educational articles and the listing documents.
Related Document
Listing Document Download Additional DocumentDownload Announcement-
Underlying
26,710.45
Change (%)
+363.210 (+1.4%)
  • High 26,858.13
  • Low 26,498.36
  • Turnover 135.3 (B)
Warrant Money Flow of Underlying More
Last Day
-8.54(M)
6.30(M)
5 Days
-23.11(M)
28.78(M)
  • Money In-Flow
  • Money Out-Flow
Last Updated Time : 2026-01-06 16:35   |   (Delayed*) - Minimum 15 mins delayed
  • 2026-01-06 【恒指牛熊】恒指上日即市續創1個月新高 資金流反映輪場投資者傾向進一步持好倉過夜 恒指牛 63877/熊 54842
  • 2026-01-05 【恒指牛熊】恒指今年首個交易日升逾700點 上周五曾創1個月新高 港股通今日恢復交易 恒指牛 63877/熊 54842
  • 2026-01-02 【高街貨提示】恒指熊 55135 街貨已達100% 投資者需留意市場價格或有偏離理論價格風險