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28335 MS-CRL @EC2602A

Call / Underlying: 1109 CHINA RES LAND

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
22172 CHINA RES LAND 1109 MB 36.088 29.2 OTM 50.41% 29-05-2026  
27986 CHINA RES LAND 1109 CI 35.88 28.4 OTM 58.74% 23-02-2026  
28370 CHINA RES LAND 1109 JP 35.93 28.6 OTM 64.97% 11-02-2026  
28569 CHINA RES LAND 1109 HS 35.93 28.6 OTM 69.65% 11-02-2026  
28615 CHINA RES LAND 1109 UB 35.93 28.6 OTM 68.16% 11-02-2026  

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Terms

Code 28335          
Underlying CHINA RES LAND          
Call/Put Call          
Issuer MS          
Warrant Price 0.013          
Strike 35.93          
Maturity Date (D-M-Y) 11-02-2026          
Conversion Ratio 0.02          
Board Lot 2,500          
Total Issue (Million) 99          
Last Trading Date (D-M-Y) 05-02-2026          
Time to Maturity 58day(s)          

Indicators

Implied Volatility 61.77%%          
Hist. Vol (30-days) 29.48%          
Effective Gearing 8.2X          
Gearing 43.0X          
Premium 30.92%          
Outstanding Quantity (M) 4.48          
Outstanding Quantity 4.53%          
Moneyness 28.6 OTM          
Theta -3.5064%          
Delta 19%          
Last Update : 15-12-2025 16:20 (15 mins delayed)