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26396 MB-ENN @EC2603A

Call / Underlying: 2688 ENN ENERGY

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
19066 ENN ENERGY 2688 JP 84.93 18.6 OTM 59.94% 24-02-2026  
22955 ENN ENERGY 2688 HU 88 22.9 OTM 64.36% 18-01-2027  

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Terms

Code 26396          
Underlying ENN ENERGY          
Call/Put Call          
Issuer MB          
Warrant Price 0.079          
Strike 84.88          
Maturity Date (D-M-Y) 03-03-2026          
Conversion Ratio 0.02          
Board Lot 5,000          
Total Issue (Million) 40          
Last Trading Date (D-M-Y) 25-02-2026          
Time to Maturity 77day(s)          

Indicators

Implied Volatility 62.48%%          
Hist. Vol (30-days) 21.37%          
Effective Gearing 6.1X          
Gearing 18.1X          
Premium 24.06%          
Outstanding Quantity (M) 0.77          
Outstanding Quantity 1.93%          
Moneyness 18.5 OTM          
Theta -1.7662%          
Delta 33.53%          
Last Update : 16-12-2025 16:20 (15 mins delayed)