Terms and Data
Intraday Chart Close
Strike6.88 Moneyness2.6% OTM
Effective Gearing* 26.4 Delta* 35%
Implied Volatility9.1% Vega16.2%
Entitlement Ratio1 Outstanding Quantity
(M Shares) / %0.3/ 0.3%
Theta-1.20% Premium (%)4.0
Maturity
(Y-M-D)2026-03-31
Break-Even (CNY)6.79
Listing 2025-06-27
Today 2025-12-06
Last Trading 2026-03-25
Maturity 2026-03-31
Last Trade Date (Y-M-DD)2026-03-25 Board Lot (Shares)10,000
Approximate Change for 1 Tick
Price Change of warrants(Sensitivity)*2716.2
 
Listing 2025-06-27
Today 2025-12-06
Last Trading 2026-03-25
Maturity 2026-03-31
*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
CNH CNH(Delayed*)
7.066
Change (%)
-0.004 (-0.1%)
  • High 7.072
  • Low 7.063
  • Turnover 0
Warrant Money Flow of Underlying More
Last Day
-(M)
0.01(M)
5 Days
0.03(M)
0.03(M)
  • Money In-Flow
  • Money Out-Flow
Last Updated Time : 2025-12-05 16:35   |   (Delayed*) - Minimum 15 mins delayed
  • 2025-10-15 【宏觀數據】內地將於今早9時半公布通脹數據 美人購 10711/沽 10718
  • 2025-09-15 【市場焦點】中美雙方周日起在馬德里啟動新一輪經貿會談 美人購 10711/沽 10718
  • 2025-07-02 【匯市焦點】市場本周聚焦全球央行年會 聯儲局局長鮑威爾稱未能確定7月會否調整利率政策 美人購 10711/沽 10718