Terms | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Code | 27254 | ||||||||
| Underlying | BANK OF CHINA | ||||||||
| Call/Put | Call | ||||||||
| Issuer | MS | ||||||||
| Warrant Price | 0.330 | ||||||||
| Strike | 4.09 | ||||||||
| Maturity Date (D-M-Y) | 24-12-2025 | ||||||||
| Conversion Ratio | 1 | ||||||||
| Board Lot | 1,000 | ||||||||
| Total Issue (Million) | 90 | ||||||||
| Last Trading Date (D-M-Y) | 18-12-2025 | ||||||||
| Time to Maturity | 9day(s) | ||||||||
Indicators | |||||||||
| Implied Volatility | 42.20%% | ||||||||
| Hist. Vol (30-days) | 17.76% | ||||||||
| Effective Gearing | 11.6X | ||||||||
| Gearing | 13.3X | ||||||||
| Premium | 0.45% | ||||||||
| Outstanding Quantity (M) | 0.12 | ||||||||
| Outstanding Quantity | 0.13% | ||||||||
| Moneyness | 7.0 ITM | ||||||||
| Theta | -1.4552% | ||||||||
| Delta | 87.06% | ||||||||