Terms | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Code | 15387 | ||||||||
| Underlying | ALIBABA | ||||||||
| Call/Put | Call | ||||||||
| Issuer | CT | ||||||||
| Warrant Price | 0.056 | ||||||||
| Strike | 170.1 | ||||||||
| Maturity Date (D-M-Y) | 26-03-2026 | ||||||||
| Conversion Ratio | 0.01 | ||||||||
| Board Lot | 10,000 | ||||||||
| Total Issue (Million) | 100 | ||||||||
| Last Trading Date (D-M-Y) | 20-03-2026 | ||||||||
| Time to Maturity | 101day(s) | ||||||||
Indicators | |||||||||
| Implied Volatility | 39.70%% | ||||||||
| Hist. Vol (30-days) | 37.37% | ||||||||
| Effective Gearing | 8.2X | ||||||||
| Gearing | 26.5X | ||||||||
| Premium | 18.24% | ||||||||
| Outstanding Quantity (M) | 100.00 | ||||||||
| Outstanding Quantity | 100.00% | ||||||||
| Moneyness | 14.5 OTM | ||||||||
| Theta | -1.4328% | ||||||||
| Delta | 30.96% | ||||||||