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29351 MB-AGBK@EC2603A

Call / Underlying: 1288 ABC

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
17266 ABC 1288 JP 5.9 7.9 OTM 36.02% 24-12-2025  
21532 ABC 1288 MS 5.89 7.7 OTM 29.98% 23-03-2026  

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Terms

Code 29351          
Underlying ABC          
Call/Put Call          
Issuer MB          
Warrant Price 0.204          
Strike 5.88          
Maturity Date (D-M-Y) 30-03-2026          
Conversion Ratio 1          
Board Lot 1,000          
Total Issue (Million) 40          
Last Trading Date (D-M-Y) 24-03-2026          
Time to Maturity 105day(s)          

Indicators

Implied Volatility 29.12%%          
Hist. Vol (30-days) 20.61%          
Effective Gearing 10.0X          
Gearing 26.8X          
Premium 11.22%          
Outstanding Quantity (M) 0.66          
Outstanding Quantity 1.66%          
Moneyness 7.5 OTM          
Theta -1.1576%          
Delta 37.28%          
Last Update : 15-12-2025 16:20 (15 mins delayed)