Non-collateralized Nature of Structured Products

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16362 BI-CGNP@EC2512A

Call / Underlying: 1816 CGN POWER

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
14830 CGN POWER 1816 MB 3.18 8.2 OTM 31.19% 05-01-2026  

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Terms

Code 16362          
Underlying CGN POWER          
Call/Put Call          
Issuer BI          
Warrant Price 0.018          
Strike 3.19          
Maturity Date (D-M-Y) 24-12-2025          
Conversion Ratio 1          
Board Lot 1,000          
Total Issue (Million) 70          
Last Trading Date (D-M-Y) 18-12-2025          
Time to Maturity 9day(s)          

Indicators

Implied Volatility 49.03%%          
Hist. Vol (30-days) 18.38%          
Effective Gearing 25.4X          
Gearing 163.3X          
Premium 9.12%          
Outstanding Quantity (M) 0.64          
Outstanding Quantity 0.91%          
Moneyness 8.5 OTM          
Theta -23.2874%          
Delta 15.55%          
Last Update : 15-12-2025 16:20 (15 mins delayed)