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% |