Terms | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Code | 25679 | ||||||||
| Underlying | HSBC HOLDINGS | ||||||||
| Call/Put | Call | ||||||||
| Issuer | MS | ||||||||
| Warrant Price | 0.590 | ||||||||
| Strike | 86.847 | ||||||||
| Maturity Date (D-M-Y) | 01-12-2028 | ||||||||
| Conversion Ratio | 0.0205 | ||||||||
| Board Lot | 2,000 | ||||||||
| Total Issue (Million) | 199 | ||||||||
| Last Trading Date (D-M-Y) | 27-11-2028 | ||||||||
| Time to Maturity | 1085day(s) | ||||||||
Indicators | |||||||||
| Implied Volatility | 24.65%% | ||||||||
| Hist. Vol (30-days) | 20.25% | ||||||||
| Effective Gearing | 3.2X | ||||||||
| Gearing | 4.1X | ||||||||
| Premium | -1.4% | ||||||||
| Outstanding Quantity (M) | 33.69 | ||||||||
| Outstanding Quantity | 16.93% | ||||||||
| Moneyness | 26.0 ITM | ||||||||
| Theta | -0.0492% | ||||||||
| Delta | 78.63% | ||||||||