Terms | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Code | 17036 | ||||||||
| Underlying | BYD COMPANY | ||||||||
| Call/Put | Call | ||||||||
| Issuer | JP | ||||||||
| Warrant Price | 0.010 | ||||||||
| Strike | 160.37 | ||||||||
| Maturity Date (D-M-Y) | 31-07-2026 | ||||||||
| Conversion Ratio | 0.006 | ||||||||
| Board Lot | 5,000 | ||||||||
| Total Issue (Million) | 200 | ||||||||
| Last Trading Date (D-M-Y) | 27-07-2026 | ||||||||
| Time to Maturity | 228day(s) | ||||||||
Indicators | |||||||||
| Implied Volatility | 46.32%% | ||||||||
| Hist. Vol (30-days) | 28.03% | ||||||||
| Effective Gearing | 6.5X | ||||||||
| Gearing | 57.6X | ||||||||
| Premium | 68.79% | ||||||||
| Outstanding Quantity (M) | 34.44 | ||||||||
| Outstanding Quantity | 17.22% | ||||||||
| Moneyness | 67.1 OTM | ||||||||
| Theta | -1.2605% | ||||||||
| Delta | 11.3% | ||||||||