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27490 MBCLIFE@EC2602A

Call / Underlying: 2628 CHINA LIFE

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
27611 CHINA LIFE 2628 CI 14.8 3.8 ITM 45.24% 31-03-2025  

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Terms

Code 27490          
Underlying CHINA LIFE          
Call/Put Call          
Issuer MB          
Warrant Price 0.670          
Strike 14.88          
Maturity Date (D-M-Y) 27-02-2026          
Conversion Ratio 0.2          
Board Lot 5,000          
Total Issue (Million) 39.85          
Last Trading Date (D-M-Y) 23-02-2026          
Time to Maturity 448day(s)          

Indicators

Implied Volatility 47.09%%          
Hist. Vol (30-days) 48.06%          
Effective Gearing 2.9X          
Gearing 4.6X          
Premium 18.53%          
Outstanding Quantity (M) 0.06          
Outstanding Quantity 0.14%          
Moneyness 3.3 ITM          
Theta -0.1634%          
Delta 63.78%          
Last Update : 06-12-2024 16:20 (15 mins delayed)