Terms | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Code | 16980 | ||||||||
| Underlying | LI NING | ||||||||
| Call/Put | Call | ||||||||
| Issuer | JP | ||||||||
| Warrant Price | 0.071 | ||||||||
| 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 | 47day(s) | ||||||||
Indicators | |||||||||
| Implied Volatility | 47.08%% | ||||||||
| Hist. Vol (30-days) | 26.14% | ||||||||
| Effective Gearing | 9.3X | ||||||||
| Gearing | 24.9X | ||||||||
| Premium | 11.43% | ||||||||
| Outstanding Quantity (M) | 0.30 | ||||||||
| Outstanding Quantity | 0.43% | ||||||||
| Moneyness | 7.4 OTM | ||||||||
| Theta | -2.4136% | ||||||||
| Delta | 37.34% | ||||||||