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15164 MBSDGLD@EC2511A

Call / Underlying: 1787 SD GOLD

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
13635 SD GOLD 1787 HU 21.8 10.8 ITM 69.04% 06-02-2026  
15120 SD GOLD 1787 BI 22.58 7.6 ITM 67.22% 28-11-2025  

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Terms

Code 15164          
Underlying SD GOLD          
Call/Put Call          
Issuer MB          
Warrant Price 0.510          
Strike 22.88          
Maturity Date (D-M-Y) 28-11-2025          
Conversion Ratio 0.1          
Board Lot 2,500          
Total Issue (Million) 40          
Last Trading Date (D-M-Y) 24-11-2025          
Time to Maturity 182day(s)          

Indicators

Implied Volatility 66.24%%          
Hist. Vol (30-days) 65.65%          
Effective Gearing 3.1X          
Gearing 4.8X          
Premium 14.44%          
Outstanding Quantity (M) 0.04          
Outstanding Quantity 0.11%          
Moneyness 6.4 ITM          
Theta -0.3281%          
Delta 64.21%          
Last Update : 30-05-2025 16:20 (15 mins delayed)