Terms | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Code | 27820 | ||||||||
| Underlying | ALIBABA | ||||||||
| Call/Put | Call | ||||||||
| Issuer | BP | ||||||||
| Warrant Price | 0.203 | ||||||||
| Strike | 140 | ||||||||
| Maturity Date (D-M-Y) | 05-01-2026 | ||||||||
| Conversion Ratio | 0.02 | ||||||||
| Board Lot | 5,000 | ||||||||
| Total Issue (Million) | 100 | ||||||||
| Last Trading Date (D-M-Y) | 24-12-2025 | ||||||||
| Time to Maturity | 21day(s) | ||||||||
Indicators | |||||||||
| Implied Volatility | 33.00%% | ||||||||
| Hist. Vol (30-days) | 37.37% | ||||||||
| Effective Gearing | 11.5X | ||||||||
| Gearing | 14.6X | ||||||||
| Premium | 1.04% | ||||||||
| Outstanding Quantity (M) | 5.90 | ||||||||
| Outstanding Quantity | 5.90% | ||||||||
| Moneyness | 5.8 ITM | ||||||||
| Theta | -1.1490% | ||||||||
| Delta | 78.61% | ||||||||