Terms | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Code | 16675 | ||||||||
| Underlying | SPDR GOLD TRUST | ||||||||
| Call/Put | Call | ||||||||
| Issuer | SG | ||||||||
| Warrant Price | 0.410 | ||||||||
| Strike | 2,889.88 | ||||||||
| Maturity Date (D-M-Y) | 23-01-2026 | ||||||||
| Conversion Ratio | 0.002 | ||||||||
| Board Lot | 500 | ||||||||
| Total Issue (Million) | 70 | ||||||||
| Last Trading Date (D-M-Y) | 19-01-2026 | ||||||||
| Time to Maturity | 42day(s) | ||||||||
Indicators | |||||||||
| Implied Volatility | 20.37%% | ||||||||
| Hist. Vol (30-days) | 17.93% | ||||||||
| Effective Gearing | 12.3X | ||||||||
| Gearing | 15.0X | ||||||||
| Premium | 0.84% | ||||||||
| Outstanding Quantity (M) | 0.39 | ||||||||
| Outstanding Quantity | 0.56% | ||||||||
| Moneyness | 5.8 ITM | ||||||||
| Theta | -0.5094% | ||||||||
| Delta | 82.2% | ||||||||