Terms | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Code | 14774 | ||||||||
| Underlying | TENCENT | ||||||||
| Call/Put | Put | ||||||||
| Issuer | JP | ||||||||
| Warrant Price | 0.017 | ||||||||
| Strike | 540 | ||||||||
| Maturity Date (D-M-Y) | 27-03-2026 | ||||||||
| Conversion Ratio | 0.002 | ||||||||
| Board Lot | 50,000 | ||||||||
| Total Issue (Million) | 300 | ||||||||
| Last Trading Date (D-M-Y) | 23-03-2026 | ||||||||
| Time to Maturity | 105day(s) | ||||||||
Indicators | |||||||||
| Implied Volatility | 28.38%% | ||||||||
| Hist. Vol (30-days) | 20.66% | ||||||||
| Effective Gearing | 11.6X | ||||||||
| Gearing | 72.5X | ||||||||
| Premium | 13.72% | ||||||||
| Outstanding Quantity (M) | 10.35 | ||||||||
| Outstanding Quantity | 3.45% | ||||||||
| Moneyness | 12.3 OTM | ||||||||
| Theta | -1.6344% | ||||||||
| Delta | 16.01% | ||||||||