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15918 JPCSA50@EC2603A

Call / Underlying: 2822 CSOP A50 ETF

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
15246 CSOP A50 ETF 2822 MB 15.25 0.1 OTM 21.66% 25-03-2026  

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Terms

Code 15918          
Underlying CSOP A50 ETF          
Call/Put Call          
Issuer JP          
Warrant Price 0.119          
Strike 15.26          
Maturity Date (D-M-Y) 18-03-2026          
Conversion Ratio 0.2          
Board Lot 1,000          
Total Issue (Million) 70          
Last Trading Date (D-M-Y) 12-03-2026          
Time to Maturity 93day(s)          

Indicators

Implied Volatility 24.05%%          
Hist. Vol (30-days) 12.45%          
Effective Gearing 11.8X          
Gearing 25.6X          
Premium 4.10%          
Outstanding Quantity (M) 7.25          
Outstanding Quantity 10.35%          
Moneyness 0.2 OTM          
Theta -1.0233%          
Delta 46%          
Last Update : 15-12-2025 16:20 (15 mins delayed)