Terms and Data
Intraday Chart Close
Strike406.66 Moneyness37.4% OTM
Effective Gearing* 5.2 Delta* 28%
Implied Volatility44.2% Vega5.2%
Entitlement Ratio500 Outstanding Quantity
(M Shares) / %10.0/ 12.6%
Theta-0.66% Premium (%)42.8
Maturity
(Y-M-D)2027-06-30
Break-Even (HKD)422.66
Listing 2026-05-29
Today 2026-10-08
Last Trading 2027-06-24
Maturity 2027-06-30
Last Trade Date (Y-M-DD)2027-06-24 Board Lot (Shares)2,500
Approximate Change for 1 Tick
Price Change of warrants(Sensitivity)*1.7
 
Listing 2026-05-29
Today 2026-10-08
Last Trading 2027-06-24
Maturity 2027-06-30
*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
9961 TRIP.COM-S(Delayed*)
296.00
Change (%)
-6.800 (-2.2%)
  • High 303.00
  • Low 294.60
  • Turnover 462.7 (M)
Warrant Money Flow of Underlying More
Last Day
0.16(M)
-0.06(M)
5 Days
0.21(M)
-0.03(M)
  • Money In-Flow
  • Money Out-Flow
Last Updated Time : 2026-10-08 16:35   |   (Delayed*) - Minimum 15 mins delayed
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