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17245 MSLININ@EC2601A

Call / Underlying: 2331 LI NING

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
15827 LI NING 2331 HU 18.31 1.8 ITM 37.41% 02-02-2026  
16264 LI NING 2331 BI 18.33 1.7 ITM 41.86% 26-01-2026  
16850 LI NING 2331 CI 18.88 1.3 OTM 42.10% 27-02-2026  
16980 LI NING 2331 JP 18.99 1.9 OTM 48.62% 28-01-2026  
17214 LI NING 2331 UB 19.01 2 OTM 45.57% 21-01-2026  
17275 LI NING 2331 CT 19.01 2 OTM 39.69% 21-01-2026  
18514 LI NING 2331 HS 19.01 2 OTM 42.21% 21-01-2026  

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Terms

Code 17245          
Underlying LI NING          
Call/Put Call          
Issuer MS          
Warrant Price 0.082          
Strike 19.01          
Maturity Date (D-M-Y) 21-01-2026          
Conversion Ratio 0.1          
Board Lot 5,000          
Total Issue (Million) 68          
Last Trading Date (D-M-Y) 15-01-2026          
Time to Maturity 37day(s)          

Indicators

Implied Volatility 40.95%%          
Hist. Vol (30-days) 26.60%          
Effective Gearing 10.7X          
Gearing 22.7X          
Premium 6.38%          
Outstanding Quantity (M) 4.53          
Outstanding Quantity 6.65%          
Moneyness 2 OTM          
Theta -2.2678%          
Delta 47.04%          
Last Update : 15-12-2025 16:20 (15 mins delayed)