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28886 UBLIAUT@EC2506A

Call / Underlying: 2015 LI AUTO

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
15724 LI AUTO 2015 CI 102.15 7.0 ITM 66.43% 31-10-2025  
16996 LI AUTO 2015 HU 125 13.8 OTM 62.74% 02-02-2026  
26166 LI AUTO 2015 KS 98.88 9.9 ITM 71.92% 30-09-2025  
26243 LI AUTO 2015 CT 98.93 9.9 ITM 69.81% 23-09-2025  
26646 LI AUTO 2015 UB 98.93 9.9 ITM 78.09% 23-09-2025  
26689 LI AUTO 2015 JP 98.93 9.9 ITM 79.05% 23-09-2025  
26871 LI AUTO 2015 HS 98.93 9.9 ITM 74.13% 23-09-2025  
27190 LI AUTO 2015 SG 98.93 9.9 ITM 67.88% 23-09-2025  
27491 LI AUTO 2015 MB 118.88 8.3 OTM 60.42% 31-07-2025  
28722 LI AUTO 2015 CI 121.88 11 OTM 71.52% 30-06-2025  
28885 LI AUTO 2015 HU 126.6 15.3 OTM 58.63% 30-06-2025  
29238 LI AUTO 2015 JP 121.98 11.1 OTM 74.78% 23-06-2025  
29300 LI AUTO 2015 SG 121.98 11.1 OTM 81.99% 23-06-2025  
29376 LI AUTO 2015 BI 98.93 9.9 ITM 70.29% 23-09-2025  
29424 LI AUTO 2015 HS 121.98 11.1 OTM 62.75% 23-06-2025  
29874 LI AUTO 2015 CT 121.98 11.1 OTM 62.75% 23-06-2025  

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Terms

Code 28886          
Underlying LI AUTO          
Call/Put Call          
Issuer UB          
Warrant Price 0.016          
Strike 121.98          
Maturity Date (D-M-Y) 23-06-2025          
Conversion Ratio 0.01          
Board Lot 10,000          
Total Issue (Million) 70          
Last Trading Date (D-M-Y) 17-06-2025          
Time to Maturity 10day(s)          

Indicators

Implied Volatility 74.78%%          
Hist. Vol (30-days) 45.94%          
Effective Gearing 14.9X          
Gearing 68.6X          
Premium 12.55%          
Outstanding Quantity (M) 0.08          
Outstanding Quantity 0.11%          
Moneyness 11.1 OTM          
Theta -17.4209%          
Delta 21.73%          
Last Update : 13-06-2025 16:20 (15 mins delayed)