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26397 MB-PWRA@EC2602A

Call / Underlying: 0006 POWER ASSETS

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
15625 POWER ASSETS 0006 JP 59.93 12.1 OTM 24.59% 27-01-2026  
21760 POWER ASSETS 0006 HU 60 12.3 OTM 22.48% 30-12-2026  

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Terms

Code 26397          
Underlying POWER ASSETS          
Call/Put Call          
Issuer MB          
Warrant Price 0.032          
Strike 59.88          
Maturity Date (D-M-Y) 03-02-2026          
Conversion Ratio 0.1          
Board Lot 5,000          
Total Issue (Million) 39.85          
Last Trading Date (D-M-Y) 28-01-2026          
Time to Maturity 50day(s)          

Indicators

Implied Volatility 25.41%%          
Hist. Vol (30-days) 13.60%          
Effective Gearing 21.7X          
Gearing 167.0X          
Premium 12.63%          
Outstanding Quantity (M) 5.05          
Outstanding Quantity 12.67%          
Moneyness 12 OTM          
Theta -4.7612%          
Delta 12.98%          
Last Update : 15-12-2025 16:20 (15 mins delayed)