Terms | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Code | 15061 | ||||||||
| Underlying | TENCENT | ||||||||
| Call/Put | Put | ||||||||
| Issuer | MS | ||||||||
| Warrant Price | 0.011 | ||||||||
| Strike | 539.5 | ||||||||
| Maturity Date (D-M-Y) | 20-03-2026 | ||||||||
| Conversion Ratio | 0.002 | ||||||||
| Board Lot | 50,000 | ||||||||
| Total Issue (Million) | 299 | ||||||||
| Last Trading Date (D-M-Y) | 16-03-2026 | ||||||||
| Time to Maturity | 98day(s) | ||||||||
Indicators | |||||||||
| Implied Volatility | 25.15%% | ||||||||
| Hist. Vol (30-days) | 20.66% | ||||||||
| Effective Gearing | 14.3X | ||||||||
| Gearing | 112.0X | ||||||||
| Premium | 13.31% | ||||||||
| Outstanding Quantity (M) | 134.00 | ||||||||
| Outstanding Quantity | 44.82% | ||||||||
| Moneyness | 12.4 OTM | ||||||||
| Theta | -1.9846% | ||||||||
| Delta | 12.72% | ||||||||