Terms | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Code | 17661 | ||||||||
| Underlying | NTES-S | ||||||||
| Call/Put | Call | ||||||||
| Issuer | SG | ||||||||
| Warrant Price | 0.035 | ||||||||
| Strike | 265.2 | ||||||||
| Maturity Date (D-M-Y) | 24-02-2026 | ||||||||
| Conversion Ratio | 0.01 | ||||||||
| Board Lot | 10,000 | ||||||||
| Total Issue (Million) | 70 | ||||||||
| Last Trading Date (D-M-Y) | 13-02-2026 | ||||||||
| Time to Maturity | 71day(s) | ||||||||
Indicators | |||||||||
| Implied Volatility | 42.74%% | ||||||||
| Hist. Vol (30-days) | 30.90% | ||||||||
| Effective Gearing | 10.6X | ||||||||
| Gearing | 61.9X | ||||||||
| Premium | 24.05% | ||||||||
| Outstanding Quantity (M) | 0.83 | ||||||||
| Outstanding Quantity | 1.19% | ||||||||
| Moneyness | 22.4 OTM | ||||||||
| Theta | -3.0069% | ||||||||
| Delta | 17.18% | ||||||||