Terms | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Code | 15699 | ||||||||
| Underlying | CATHAY PAC AIR | ||||||||
| Call/Put | Call | ||||||||
| Issuer | SG | ||||||||
| Warrant Price | 0.093 | ||||||||
| Strike | 12.52 | ||||||||
| Maturity Date (D-M-Y) | 20-11-2026 | ||||||||
| Conversion Ratio | 0.1 | ||||||||
| Board Lot | 10,000 | ||||||||
| Total Issue (Million) | 150 | ||||||||
| Last Trading Date (D-M-Y) | 16-11-2026 | ||||||||
| Time to Maturity | 340day(s) | ||||||||
Indicators | |||||||||
| Implied Volatility | 30.21%% | ||||||||
| Hist. Vol (30-days) | 20.76% | ||||||||
| Effective Gearing | 5.6X | ||||||||
| Gearing | 12.7X | ||||||||
| Premium | 14.08% | ||||||||
| Outstanding Quantity (M) | 5.16 | ||||||||
| Outstanding Quantity | 3.44% | ||||||||
| Moneyness | 6.2 OTM | ||||||||
| Theta | -0.3337% | ||||||||
| Delta | 44.44% | ||||||||