Terms | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Code | 16567 | ||||||||
| Underlying | CITIC SEC | ||||||||
| Call/Put | Call | ||||||||
| Issuer | SG | ||||||||
| Warrant Price | 0.067 | ||||||||
| Strike | 28.33 | ||||||||
| Maturity Date (D-M-Y) | 03-03-2026 | ||||||||
| Conversion Ratio | 0.02 | ||||||||
| Board Lot | 25,000 | ||||||||
| Total Issue (Million) | 150 | ||||||||
| Last Trading Date (D-M-Y) | 25-02-2026 | ||||||||
| Time to Maturity | 81day(s) | ||||||||
Indicators | |||||||||
| Implied Volatility | 66.91%% | ||||||||
| Hist. Vol (30-days) | 27.85% | ||||||||
| Effective Gearing | 4.6X | ||||||||
| Gearing | 8.4X | ||||||||
| Premium | 12.66% | ||||||||
| Outstanding Quantity (M) | 0.72 | ||||||||
| Outstanding Quantity | 0.48% | ||||||||
| Moneyness | 0.7 OTM | ||||||||
| Theta | -0.9292% | ||||||||
| Delta | 54.72% | ||||||||