add_filter( 'post_thumbnail_html', 'jnews_add_video_icon_overlay', 10, 5 );
function jnews_add_video_icon_overlay( $html, $post_id, $post_thumb_id, $size, $attr ) {
    if ( has_post_format( 'video', $post_id ) ) {
        // wrap the image and append a span for your icon
        return ''
              . $html
              . ''
              . '';
    }
    return $html;
}