Terms | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Code | 27101 | ||||||||
| Underlying | HSBC HOLDINGS | ||||||||
| Call/Put | Call | ||||||||
| Issuer | CI | ||||||||
| Warrant Price | 0.205 | ||||||||
| Strike | 113.88 | ||||||||
| Maturity Date (D-M-Y) | 27-07-2026 | ||||||||
| Conversion Ratio | 0.02 | ||||||||
| Board Lot | 20,000 | ||||||||
| Total Issue (Million) | 100 | ||||||||
| Last Trading Date (D-M-Y) | 21-07-2026 | ||||||||
| Time to Maturity | 227day(s) | ||||||||
Indicators | |||||||||
| Implied Volatility | 27.57%% | ||||||||
| Hist. Vol (30-days) | 20.25% | ||||||||
| Effective Gearing | 6.4X | ||||||||
| Gearing | 11.4X | ||||||||
| Premium | 5.82% | ||||||||
| Outstanding Quantity (M) | 0.32 | ||||||||
| Outstanding Quantity | 0.32% | ||||||||
| Moneyness | 2.9 ITM | ||||||||
| Theta | -0.3307% | ||||||||
| Delta | 55.71% | ||||||||