Terms | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Code | 17699 | ||||||||
| Underlying | CCB | ||||||||
| Call/Put | Call | ||||||||
| Issuer | SG | ||||||||
| Warrant Price | 0.096 | ||||||||
| Strike | 8.07 | ||||||||
| Maturity Date (D-M-Y) | 16-12-2026 | ||||||||
| Conversion Ratio | 0.2 | ||||||||
| Board Lot | 5,000 | ||||||||
| Total Issue (Million) | 100 | ||||||||
| Last Trading Date (D-M-Y) | 10-12-2026 | ||||||||
| Time to Maturity | 369day(s) | ||||||||
Indicators | |||||||||
| Implied Volatility | 21.34%% | ||||||||
| Hist. Vol (30-days) | 21.50% | ||||||||
| Effective Gearing | 7.1X | ||||||||
| Gearing | 15.9X | ||||||||
| Premium | 11.91% | ||||||||
| Outstanding Quantity (M) | 26.88 | ||||||||
| Outstanding Quantity | 26.88% | ||||||||
| Moneyness | 5.6 OTM | ||||||||
| Theta | -0.3195% | ||||||||
| Delta | 44.81% | ||||||||