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% | ||||||||