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16517 MBCITSE@EC2511A

Call / Underlying: 6030 CITIC SEC

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
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Terms

Code 16517          
Underlying CITIC SEC          
Call/Put Call          
Issuer MB          
Warrant Price 0.207          
Strike 32.88          
Maturity Date (D-M-Y) 28-11-2025          
Conversion Ratio 0.1          
Board Lot 5,000          
Total Issue (Million) 40          
Last Trading Date (D-M-Y) 24-11-2025          
Time to Maturity 198day(s)          

Indicators

Implied Volatility 83.41%%          
Hist. Vol (30-days) 64.74%          
Effective Gearing 3.4X          
Gearing 10.1X          
Premium 67.22%          
Outstanding Quantity (M) 0.00          
Outstanding Quantity 0.00%          
Moneyness 57.3 OTM          
Theta -0.7965%          
Delta 33.26%          
Last Update : 14-05-2025 16:20 (15 mins delayed)