Terms | |||||||||
---|---|---|---|---|---|---|---|---|---|
Code | 26537 | ||||||||
Underlying | SANDS CHINA LTD | ||||||||
Call/Put | Call | ||||||||
Issuer | MB | ||||||||
Warrant Price | 0.103 | ||||||||
Strike | 22.22 | ||||||||
Maturity Date (D-M-Y) | 03-10-2025 | ||||||||
Conversion Ratio | 0.2 | ||||||||
Board Lot | 2,000 | ||||||||
Total Issue (Million) | 40 | ||||||||
Last Trading Date (D-M-Y) | 26-09-2025 | ||||||||
Time to Maturity | 78day(s) | ||||||||
Indicators | |||||||||
Implied Volatility | 45.93%% | ||||||||
Hist. Vol (30-days) | 38.03% | ||||||||
Effective Gearing | 8.8X | ||||||||
Gearing | 36.2X | ||||||||
Premium | 21.97% | ||||||||
Outstanding Quantity (M) | 0.73 | ||||||||
Outstanding Quantity | 1.83% | ||||||||
Moneyness | 19.2 OTM | ||||||||
Theta | -2.2008% | ||||||||
Delta | 24.28% |