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% | ||||||||