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16204 MBSDGLD@EC2510A

Call / Underlying: 1787 SD GOLD

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
16323 SD GOLD 1787 JP 33.93 32.3 OTM 64.26% 15-10-2025  
17603 SD GOLD 1787 HU 33.93 32.3 OTM 65.49% 15-10-2025  
27321 SD GOLD 1787 CI 16.8 34.5 ITM 156.52% 28-07-2025  
29381 SD GOLD 1787 BI 16.82 34.4 ITM 480.59% 21-07-2025  

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Terms

Code 16204          
Underlying SD GOLD          
Call/Put Call          
Issuer MB          
Warrant Price 0.103          
Strike 33.88          
Maturity Date (D-M-Y) 22-10-2025          
Conversion Ratio 0.1          
Board Lot 2,500          
Total Issue (Million) 40          
Last Trading Date (D-M-Y) 16-10-2025          
Time to Maturity 97day(s)          

Indicators

Implied Volatility 61.89%%          
Hist. Vol (30-days) 46.28%          
Effective Gearing 6.1X          
Gearing 24.9X          
Premium 36.10%          
Outstanding Quantity (M) 0.17          
Outstanding Quantity 0.42%          
Moneyness 32.1 OTM          
Theta -1.8375%          
Delta 24.56%          
Last Update : 17-07-2025 16:20 (15 mins delayed)