Terms | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Code | 16865 | ||||||||
| Underlying | CSPC PHARMA | ||||||||
| Call/Put | Call | ||||||||
| Issuer | JP | ||||||||
| Warrant Price | 0.168 | ||||||||
| Strike | 7.93 | ||||||||
| Maturity Date (D-M-Y) | 31-03-2026 | ||||||||
| Conversion Ratio | 0.2 | ||||||||
| Board Lot | 10,000 | ||||||||
| Total Issue (Million) | 70 | ||||||||
| Last Trading Date (D-M-Y) | 25-03-2026 | ||||||||
| Time to Maturity | 109day(s) | ||||||||
Indicators | |||||||||
| Implied Volatility | 55.17%% | ||||||||
| Hist. Vol (30-days) | 34.15% | ||||||||
| Effective Gearing | 4.8X | ||||||||
| Gearing | 9.1X | ||||||||
| Premium | 14.49% | ||||||||
| Outstanding Quantity (M) | 0.30 | ||||||||
| Outstanding Quantity | 0.43% | ||||||||
| Moneyness | 3.5 OTM | ||||||||
| Theta | -0.7447% | ||||||||
| Delta | 52.72% | ||||||||