Non-collateralized Nature of Structured Products

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Comparison

Warrants Comparison

15759 MS-AIA @EC2606A

Call / Underlying: 1299 AIA

Warrants Comparison

  • or
Compare up to five warrants

Select Warrants to compare


You can select up to five warrants
Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
15749 AIA 1299 DS 61 24.4 ITM 25.44% 30-03-2026  
15931 AIA 1299 MS 61.05 24.3 ITM N/A 23-03-2026  
15936 AIA 1299 UB 61.05 24.3 ITM 30.21% 23-03-2026  
15961 AIA 1299 HS 61.05 24.3 ITM N/A 23-03-2026  
16000 AIA 1299 BP 61.05 24.3 ITM N/A 23-03-2026  
16021 AIA 1299 SG 61.05 24.3 ITM N/A 23-03-2026  
16077 AIA 1299 CT 61.05 24.3 ITM 30.21% 23-03-2026  
16127 AIA 1299 BI 61.05 24.3 ITM N/A 23-03-2026  
18141 AIA 1299 BP 99.99 24 OTM 33.46% 03-02-2026  
19699 AIA 1299 MB 99.999 24 OTM 33.95% 27-02-2026  
20527 AIA 1299 GJ 100 24 OTM 33.14% 20-02-2026  
21237 AIA 1299 CT 100.04 24 OTM 34.29% 20-02-2026  
21304 AIA 1299 JP 100.04 24 OTM 34.11% 20-02-2026  
21368 AIA 1299 HS 100.04 24 OTM 33.75% 20-02-2026  
21523 AIA 1299 BI 105.68 31 OTM 37.72% 29-04-2026  
22406 AIA 1299 HU 105.78 31.2 OTM 34.92% 22-04-2026  
22438 AIA 1299 UB 100.09 24.1 OTM 33.99% 20-02-2026  

Compare Results


Terms

Code 15759          
Underlying AIA          
Call/Put Call          
Issuer MS          
Warrant Price 0.445          
Strike 58.99          
Maturity Date (D-M-Y) 29-06-2026          
Conversion Ratio 0.02          
Board Lot 10,000          
Total Issue (Million) 139          
Last Trading Date (D-M-Y) 23-06-2026          
Time to Maturity 196day(s)          

Indicators

Implied Volatility 38.16%%          
Hist. Vol (30-days) 28.96%          
Effective Gearing 3.2X          
Gearing 3.6X          
Premium 0.73%          
Outstanding Quantity (M) 0.12          
Outstanding Quantity 0.09%          
Moneyness 26.9 ITM          
Theta -0.0809%          
Delta 89%          
Last Update : 15-12-2025 16:20 (15 mins delayed)