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29371 JP-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 43.2 OTM 69.09% 21-09-2026  
25681 CHINA POWER 2380 MB 4.88 43.5 OTM 66.45% 28-09-2026  
27266 CHINA POWER 2380 MS 4.89 43.8 OTM 66.54% 21-09-2026  

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Terms

Code 29371          
Underlying CHINA POWER          
Call/Put Call          
Issuer JP          
Warrant Price 0.081          
Strike 4.89          
Maturity Date (D-M-Y) 21-09-2026          
Conversion Ratio 0.2          
Board Lot 5,000          
Total Issue (Million) 70          
Last Trading Date (D-M-Y) 15-09-2026          
Time to Maturity 279day(s)          

Indicators

Implied Volatility 74.09%%          
Hist. Vol (30-days) 16.59%          
Effective Gearing 3.2X          
Gearing 8.4X          
Premium 55.74%          
Outstanding Quantity (M) 0.04          
Outstanding Quantity 0.06%          
Moneyness 43.8 OTM          
Theta -0.5079%          
Delta 38.44%          
Last Update : 16-12-2025 16:20 (15 mins delayed)