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16632 MSLENOV@EC2606A

Call / Underlying: 0992 LENOVO GROUP

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
13111 LENOVO GROUP 0992 CT 11.6 19.6 OTM 42.68% 30-06-2026  
13188 LENOVO GROUP 0992 JP 11.62 19.8 OTM 42.95% 23-06-2026  
13212 LENOVO GROUP 0992 UB 11.62 19.8 OTM 42.57% 23-06-2026  
15685 LENOVO GROUP 0992 HS 11.62 19.8 OTM 42.32% 23-06-2026  
15911 LENOVO GROUP 0992 SG 11.62 19.8 OTM 41.94% 23-06-2026  
15927 LENOVO GROUP 0992 GJ 11.62 19.8 OTM 41.94% 23-06-2026  
16281 LENOVO GROUP 0992 CI 11.62 19.8 OTM 40.79% 23-06-2026  
16783 LENOVO GROUP 0992 BP 11.71 20.7 OTM 40.53% 22-05-2026  
19955 LENOVO GROUP 0992 MS 11.39 17.4 OTM 44.32% 30-12-2027  

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Terms

Code 16632          
Underlying LENOVO GROUP          
Call/Put Call          
Issuer MS          
Warrant Price 0.043          
Strike 11.69          
Maturity Date (D-M-Y) 01-06-2026          
Conversion Ratio 0.1          
Board Lot 20,000          
Total Issue (Million) 90          
Last Trading Date (D-M-Y) 26-05-2026          
Time to Maturity 171day(s)          

Indicators

Implied Volatility 38.20%%          
Hist. Vol (30-days) 24.69%          
Effective Gearing 6.8X          
Gearing 22.6X          
Premium 24.95%          
Outstanding Quantity (M) 52.66          
Outstanding Quantity 58.51%          
Moneyness 20.5 OTM          
Theta -0.9065%          
Delta 30.11%          
Last Update : 12-12-2025 16:20 (15 mins delayed)