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14937 MB-NIO @EP2606A

Put / Underlying: 9866 NIO-SW

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
19268 NIO-SW 9866 HS 32.16 18 OTM 85.13% 26-05-2026  
19600 NIO-SW 9866 CT 32.2 17.9 OTM 86.10% 26-05-2026  
21486 NIO-SW 9866 CI 47.08 20.0 ITM 74.85% 30-06-2026  

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Terms

Code 14937          
Underlying NIO-SW          
Call/Put Put          
Issuer MB          
Warrant Price 0.097          
Strike 32.18          
Maturity Date (D-M-Y) 02-06-2026          
Conversion Ratio 0.02          
Board Lot 500          
Total Issue (Million) 40          
Last Trading Date (D-M-Y) 27-05-2026          
Time to Maturity 169day(s)          

Indicators

Implied Volatility 84.51%%          
Hist. Vol (30-days) 50.53%          
Effective Gearing 2.1X          
Gearing 8.1X          
Premium 30.35%          
Outstanding Quantity (M) 5.36          
Outstanding Quantity 13.40%          
Moneyness 18 OTM          
Theta -0.5804%          
Delta 25.55%          
Last Update : 15-12-2025 16:20 (15 mins delayed)