Terms | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Code | 17697 | ||||||||
| Underlying | CNOOC | ||||||||
| Call/Put | Call | ||||||||
| Issuer | SG | ||||||||
| Warrant Price | 0.097 | ||||||||
| Strike | 21.93 | ||||||||
| Maturity Date (D-M-Y) | 24-02-2026 | ||||||||
| Conversion Ratio | 0.2 | ||||||||
| Board Lot | 5,000 | ||||||||
| Total Issue (Million) | 70 | ||||||||
| Last Trading Date (D-M-Y) | 13-02-2026 | ||||||||
| Time to Maturity | 71day(s) | ||||||||
Indicators | |||||||||
| Implied Volatility | 25.32%% | ||||||||
| Hist. Vol (30-days) | 29.63% | ||||||||
| Effective Gearing | 14.3X | ||||||||
| Gearing | 42.6X | ||||||||
| Premium | 8.39% | ||||||||
| Outstanding Quantity (M) | 0.02 | ||||||||
| Outstanding Quantity | 0.03% | ||||||||
| Moneyness | 6 OTM | ||||||||
| Theta | -1.8270% | ||||||||
| Delta | 33.58% | ||||||||