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10661 MS-DJIA@EC2512B

Call / Underlying: DJI DOW JONES

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
10641 DOW JONES DJI UB 48,000 1.4 ITM 24.79% 19-12-2025  
10680 DOW JONES DJI HS 48,240 1.0 ITM N/A 19-12-2025  
10728 DOW JONES DJI SG 48,240 1.0 ITM 20.19% 19-12-2025  
10740 DOW JONES DJI JP 50,000 2.7 OTM 16.63% 20-03-2026  
10743 DOW JONES DJI UB 50,250 3.2 OTM 16.65% 20-03-2026  
10748 DOW JONES DJI MS 50,250 3.2 OTM 16.51% 20-03-2026  

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Terms

Code 10661          
Underlying DOW JONES          
Call/Put Call          
Issuer MS          
Warrant Price 0.092          
Strike 48,240          
Maturity Date (D-M-Y) 19-12-2025          
Conversion Ratio 0.00001          
Board Lot 10,000          
Total Issue (Million) 80          
Last Trading Date (D-M-Y) 15-12-2025          
Time to Maturity 7day(s)          

Indicators

Implied Volatility 20.89%%          
Hist. Vol (30-days) N/A          
Effective Gearing 37.3X          
Gearing 58.9X          
Premium 0.75%          
Outstanding Quantity (M) 0.00          
Outstanding Quantity 0.00%          
Moneyness 1.0 ITM          
Theta -6.3776%          
Delta 63.43%          
Last Update : 12-12-2025 16:20 (15 mins delayed)