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27266 MS-CPWR@EC2609A

Call / Underlying: 2380 CHINA POWER

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
14328 CHINA POWER 2380 CT 4.87 41.2 OTM 68.18% 21-09-2026  
25681 CHINA POWER 2380 MB 4.88 41.4 OTM 66.05% 28-09-2026  
29371 CHINA POWER 2380 JP 4.89 41.7 OTM 73.86% 21-09-2026  

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Terms

Code 27266          
Underlying CHINA POWER          
Call/Put Call          
Issuer MS          
Warrant Price 0.069          
Strike 4.89          
Maturity Date (D-M-Y) 21-09-2026          
Conversion Ratio 0.2          
Board Lot 5,000          
Total Issue (Million) 90          
Last Trading Date (D-M-Y) 15-09-2026          
Time to Maturity 280day(s)          

Indicators

Implied Volatility 66.63%%          
Hist. Vol (30-days) 16.65%          
Effective Gearing 3.6X          
Gearing 10.0X          
Premium 51.74%          
Outstanding Quantity (M) 0.28          
Outstanding Quantity 0.31%          
Moneyness 41.7 OTM          
Theta -0.5329%          
Delta 35.66%          
Last Update : 15-12-2025 16:20 (15 mins delayed)