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16783 BPLENOV@EC2605A

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 21.3 OTM 43.37% 30-06-2026  
13188 LENOVO GROUP 0992 JP 11.62 21.5 OTM 44.01% 23-06-2026  
13212 LENOVO GROUP 0992 UB 11.62 21.5 OTM 43.62% 23-06-2026  
15685 LENOVO GROUP 0992 HS 11.62 21.5 OTM 43.23% 23-06-2026  
15911 LENOVO GROUP 0992 SG 11.62 21.5 OTM 42.83% 23-06-2026  
15927 LENOVO GROUP 0992 GJ 11.62 21.5 OTM 43.62% 23-06-2026  
16281 LENOVO GROUP 0992 CI 11.62 21.5 OTM 42.03% 23-06-2026  
16632 LENOVO GROUP 0992 MS 11.69 22.3 OTM 39.06% 01-06-2026  
19955 LENOVO GROUP 0992 MS 11.39 19.1 OTM 44.99% 30-12-2027  

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Terms

Code 16783          
Underlying LENOVO GROUP          
Call/Put Call          
Issuer BP          
Warrant Price 0.043          
Strike 11.71          
Maturity Date (D-M-Y) 22-05-2026          
Conversion Ratio 0.1          
Board Lot 20,000          
Total Issue (Million) 70          
Last Trading Date (D-M-Y) 18-05-2026          
Time to Maturity 158day(s)          

Indicators

Implied Volatility 41.94%%          
Hist. Vol (30-days) 26.15%          
Effective Gearing 6.5X          
Gearing 22.2X          
Premium 26.99%          
Outstanding Quantity (M) 14.44          
Outstanding Quantity 20.63%          
Moneyness 22.5 OTM          
Theta -0.9978%          
Delta 29.38%          
Last Update : 15-12-2025 16:20 (15 mins delayed)