Terms and Data
Intraday Chart Close
Strike170.1 Moneyness16.6% OTM
Effective Gearing* 8.7 Delta* 28%
Implied Volatility45.3% Vega4.8%
Entitlement Ratio100 Outstanding Quantity
(M Shares) / %80.0/ 40.0%
Theta-2.02% Premium (%)19.8
Maturity
(Y-M-D)2026-03-26
Break-Even (HKD)174.8
Listing 2025-04-03
Today 2026-01-08
Last Trading 2026-03-20
Maturity 2026-03-26
Last Trade Date (Y-M-DD)2026-03-20 Board Lot (Shares)10,000
Approximate Change for 1 Tick
Price Change of warrants(Sensitivity)*0.3
 
Listing 2025-04-03
Today 2026-01-08
Last Trading 2026-03-20
Maturity 2026-03-26
*Effective Gearing and Delta 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
9988 BABA-SW(Delayed*)
145.90
Change (%)
-4.900 (-3.2%)
  • High 147.80
  • Low 143.50
  • Turnover 21.8 (B)
Warrant Money Flow of Underlying More
Last Day
24.43(M)
1.90(M)
5 Days
48.34(M)
5.52(M)
  • Money In-Flow
  • Money Out-Flow
Last Updated Time : 2026-01-07 16:35   |   (Delayed*) - Minimum 15 mins delayed
  • 2026-01-07 【高街貨提示】阿里牛 56804 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
  • 2026-01-07 【重磅藍籌】阿里好倉上日錄得約4,189萬港元淨流入 在好倉中資金流入排名第一 阿里購 20456/沽 20728
  • 2026-01-05 【重磅藍籌】阿里上周五曾升穿20天移動平均線(現處約148.6元) 逼近150元關 阿里購 20456/沽 20544