Terms | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Code | 17012 | ||||||||
| Underlying | BYD COMPANY | ||||||||
| Call/Put | Call | ||||||||
| Issuer | CI | ||||||||
| Warrant Price | 0.010 | ||||||||
| Strike | 149.627 | ||||||||
| Maturity Date (D-M-Y) | 29-05-2026 | ||||||||
| Conversion Ratio | 0.006 | ||||||||
| Board Lot | 5,000 | ||||||||
| Total Issue (Million) | 150 | ||||||||
| Last Trading Date (D-M-Y) | 22-05-2026 | ||||||||
| Time to Maturity | 165day(s) | ||||||||
Indicators | |||||||||
| Implied Volatility | 47.92%% | ||||||||
| Hist. Vol (30-days) | 28.03% | ||||||||
| Effective Gearing | 7.1X | ||||||||
| Gearing | 57.6X | ||||||||
| Premium | 57.60% | ||||||||
| Outstanding Quantity (M) | 27.61 | ||||||||
| Outstanding Quantity | 18.41% | ||||||||
| Moneyness | 55.9 OTM | ||||||||
| Theta | -1.6648% | ||||||||
| Delta | 12.26% | ||||||||