Terms | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Code | 16811 | ||||||||
| Underlying | SPDR GOLD TRUST | ||||||||
| Call/Put | Call | ||||||||
| Issuer | HS | ||||||||
| Warrant Price | 0.405 | ||||||||
| 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 | 19.44%% | ||||||||
| Hist. Vol (30-days) | 17.93% | ||||||||
| Effective Gearing | 12.6X | ||||||||
| Gearing | 15.2X | ||||||||
| Premium | 0.76% | ||||||||
| Outstanding Quantity (M) | 1.79 | ||||||||
| Outstanding Quantity | 2.56% | ||||||||
| Moneyness | 5.8 ITM | ||||||||
| Theta | -0.4794% | ||||||||
| Delta | 83.25% | ||||||||