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27491 MBLIAUT@EC2507A

Call / Underlying: 2015 LI AUTO

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
15739 LI AUTO 2015 HU 104.09 8.3 ITM 65.39% 22-09-2025  
28722 LI AUTO 2015 CI 121.88 7.4 OTM 62.89% 30-06-2025  
28886 LI AUTO 2015 UB 121.98 7.5 OTM 73.83% 23-06-2025  
29238 LI AUTO 2015 JP 121.98 7.5 OTM 76.90% 23-06-2025  
29300 LI AUTO 2015 SG 121.98 7.5 OTM 66.08% 23-06-2025  
29319 LI AUTO 2015 MS 103.99 8.4 ITM 64.87% 29-09-2025  
29424 LI AUTO 2015 HS 121.98 7.5 OTM 67.63% 23-06-2025  
29874 LI AUTO 2015 CT 121.98 7.5 OTM 56.61% 23-06-2025  

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Terms

Code 27491          
Underlying LI AUTO          
Call/Put Call          
Issuer MB          
Warrant Price 0.225          
Strike 118.88          
Maturity Date (D-M-Y) 31-07-2025          
Conversion Ratio 0.02          
Board Lot 5,000          
Total Issue (Million) 40          
Last Trading Date (D-M-Y) 25-07-2025          
Time to Maturity 69day(s)          

Indicators

Implied Volatility 67.61%%          
Hist. Vol (30-days) 75.10%          
Effective Gearing 5.0X          
Gearing 10.1X          
Premium 14.65%          
Outstanding Quantity (M) 0.14          
Outstanding Quantity 0.35%          
Moneyness 4.7 OTM          
Theta -1.2158%          
Delta 50%          
Last Update : 23-05-2025 16:20 (15 mins delayed)