Terms | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Code | 16850 | ||||||||
| Underlying | LI NING | ||||||||
| Call/Put | Call | ||||||||
| Issuer | CI | ||||||||
| Warrant Price | 0.091 | ||||||||
| Strike | 18.88 | ||||||||
| Maturity Date (D-M-Y) | 27-02-2026 | ||||||||
| Conversion Ratio | 0.1 | ||||||||
| Board Lot | 5,000 | ||||||||
| Total Issue (Million) | 40 | ||||||||
| Last Trading Date (D-M-Y) | 23-02-2026 | ||||||||
| Time to Maturity | 77day(s) | ||||||||
Indicators | |||||||||
| Implied Volatility | 41.31%% | ||||||||
| Hist. Vol (30-days) | 26.14% | ||||||||
| Effective Gearing | 8.0X | ||||||||
| Gearing | 19.4X | ||||||||
| Premium | 11.93% | ||||||||
| Outstanding Quantity (M) | 4.61 | ||||||||
| Outstanding Quantity | 11.51% | ||||||||
| Moneyness | 6.8 OTM | ||||||||
| Theta | -1.3704% | ||||||||
| Delta | 41.33% | ||||||||