Terms | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Code | 16980 | ||||||||
| Underlying | LI NING | ||||||||
| Call/Put | Call | ||||||||
| Issuer | JP | ||||||||
| Warrant Price | 0.112 | ||||||||
| Strike | 18.99 | ||||||||
| Maturity Date (D-M-Y) | 28-01-2026 | ||||||||
| Conversion Ratio | 0.1 | ||||||||
| Board Lot | 5,000 | ||||||||
| Total Issue (Million) | 70 | ||||||||
| Last Trading Date (D-M-Y) | 22-01-2026 | ||||||||
| Time to Maturity | 44day(s) | ||||||||
Indicators | |||||||||
| Implied Volatility | 48.62%% | ||||||||
| Hist. Vol (30-days) | 26.60% | ||||||||
| Effective Gearing | 8.2X | ||||||||
| Gearing | 16.6X | ||||||||
| Premium | 7.89% | ||||||||
| Outstanding Quantity (M) | 0.30 | ||||||||
| Outstanding Quantity | 0.43% | ||||||||
| Moneyness | 1.9 OTM | ||||||||
| Theta | -1.8166% | ||||||||
| Delta | 49.45% | ||||||||