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Non-collateralized Nature of Structured Products
Terms | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Code | 26166 | ||||||||
| Underlying | LI AUTO | ||||||||
| Call/Put | Call | ||||||||
| Issuer | KS | ||||||||
| Warrant Price | 0.172 | ||||||||
| Strike | 98.88 | ||||||||
| Maturity Date (D-M-Y) | 30-09-2025 | ||||||||
| Conversion Ratio | 0.01 | ||||||||
| Board Lot | 10,000 | ||||||||
| Total Issue (Million) | 50 | ||||||||
| Last Trading Date (D-M-Y) | 24-09-2025 | ||||||||
| Time to Maturity | 102day(s) | ||||||||
Indicators | |||||||||
| Implied Volatility | 72.63%% | ||||||||
| Hist. Vol (30-days) | 46.41% | ||||||||
| Effective Gearing | 3.6X | ||||||||
| Gearing | 5.9X | ||||||||
| Premium | 13.80% | ||||||||
| Outstanding Quantity (M) | 0.53 | ||||||||
| Outstanding Quantity | 1.06% | ||||||||
| Moneyness | 3.1 ITM | ||||||||
| Theta | -0.6124% | ||||||||
| Delta | 61.24% | ||||||||
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