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% | ||||||||