Terms | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Code | 24878 | ||||||||
| Underlying | HSBC HOLDINGS | ||||||||
| Call/Put | Call | ||||||||
| Issuer | JP | ||||||||
| Warrant Price | 0.600 | ||||||||
| Strike | 86.797 | ||||||||
| Maturity Date (D-M-Y) | 01-12-2028 | ||||||||
| Conversion Ratio | 0.0205 | ||||||||
| Board Lot | 2,000 | ||||||||
| Total Issue (Million) | 400 | ||||||||
| Last Trading Date (D-M-Y) | 27-11-2028 | ||||||||
| Time to Maturity | 1085day(s) | ||||||||
Indicators | |||||||||
| Implied Volatility | 25.54%% | ||||||||
| Hist. Vol (30-days) | 20.25% | ||||||||
| Effective Gearing | 3.1X | ||||||||
| Gearing | 4.0X | ||||||||
| Premium | -1.03% | ||||||||
| Outstanding Quantity (M) | 41.28 | ||||||||
| Outstanding Quantity | 10.32% | ||||||||
| Moneyness | 26.0 ITM | ||||||||
| Theta | -0.0493% | ||||||||
| Delta | 78.3% | ||||||||