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25681 MB-CPWR@EC2609A

Call / Underlying: 2380 CHINA POWER

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
14328 CHINA POWER 2380 CT 4.87 43.2 OTM 69.09% 21-09-2026  
27266 CHINA POWER 2380 MS 4.89 43.8 OTM 66.54% 21-09-2026  
29371 CHINA POWER 2380 JP 4.89 43.8 OTM 74.09% 21-09-2026  

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Terms

Code 25681          
Underlying CHINA POWER          
Call/Put Call          
Issuer MB          
Warrant Price 0.067          
Strike 4.88          
Maturity Date (D-M-Y) 28-09-2026          
Conversion Ratio 0.2          
Board Lot 5,000          
Total Issue (Million) 39.85          
Last Trading Date (D-M-Y) 22-09-2026          
Time to Maturity 286day(s)          

Indicators

Implied Volatility 66.45%%          
Hist. Vol (30-days) 16.59%          
Effective Gearing 3.6X          
Gearing 10.1X          
Premium 53.38%          
Outstanding Quantity (M) 9.81          
Outstanding Quantity 24.62%          
Moneyness 43.5 OTM          
Theta -0.5307%          
Delta 35.13%          
Last Update : 16-12-2025 16:20 (15 mins delayed)