Terms | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Code | 15061 | ||||||||
| Underlying | TENCENT | ||||||||
| Call/Put | Put | ||||||||
| Issuer | MS | ||||||||
| Warrant Price | 0.012 | ||||||||
| 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 | 95day(s) | ||||||||
Indicators | |||||||||
| Implied Volatility | 23.63%% | ||||||||
| Hist. Vol (30-days) | 19.78% | ||||||||
| Effective Gearing | 14.9X | ||||||||
| Gearing | 100.5X | ||||||||
| Premium | 11.53% | ||||||||
| Outstanding Quantity (M) | 133.95 | ||||||||
| Outstanding Quantity | 44.80% | ||||||||
| Moneyness | 10.5 OTM | ||||||||
| Theta | -1.8731% | ||||||||
| Delta | 14.84% | ||||||||