Terms | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Code | 15792 | ||||||||
| Underlying | Xiaomi | ||||||||
| Call/Put | Call | ||||||||
| Issuer | SG | ||||||||
| Warrant Price | 0.051 | ||||||||
| Strike | 55.93 | ||||||||
| Maturity Date (D-M-Y) | 23-09-2026 | ||||||||
| Conversion Ratio | 0.02 | ||||||||
| Board Lot | 10,000 | ||||||||
| Total Issue (Million) | 250 | ||||||||
| Last Trading Date (D-M-Y) | 17-09-2026 | ||||||||
| Time to Maturity | 282day(s) | ||||||||
Indicators | |||||||||
| Implied Volatility | 43.24%% | ||||||||
| Hist. Vol (30-days) | 36.25% | ||||||||
| Effective Gearing | 5.0X | ||||||||
| Gearing | 16.4X | ||||||||
| Premium | 39.77% | ||||||||
| Outstanding Quantity (M) | 77.45 | ||||||||
| Outstanding Quantity | 30.98% | ||||||||
| Moneyness | 33.7 OTM | ||||||||
| Theta | -0.5755% | ||||||||
| Delta | 30.26% | ||||||||