Terms | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Code | 17287 | ||||||||
| Underlying | CSPC PHARMA | ||||||||
| Call/Put | Call | ||||||||
| Issuer | SG | ||||||||
| Warrant Price | 0.015 | ||||||||
| Strike | 9.6 | ||||||||
| Maturity Date (D-M-Y) | 31-12-2025 | ||||||||
| Conversion Ratio | 0.2 | ||||||||
| Board Lot | 10,000 | ||||||||
| Total Issue (Million) | 60 | ||||||||
| Last Trading Date (D-M-Y) | 22-12-2025 | ||||||||
| Time to Maturity | 19day(s) | ||||||||
Indicators | |||||||||
| Implied Volatility | 77.58%% | ||||||||
| Hist. Vol (30-days) | 34.15% | ||||||||
| Effective Gearing | 12.2X | ||||||||
| Gearing | 102.1X | ||||||||
| Premium | 26.31% | ||||||||
| Outstanding Quantity (M) | 2.85 | ||||||||
| Outstanding Quantity | 4.75% | ||||||||
| Moneyness | 25.3 OTM | ||||||||
| Theta | -13.2840% | ||||||||
| Delta | 11.99% | ||||||||