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16434 MBLENOV@EC2703A

Call / Underlying: 0992 LENOVO GROUP

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
16428 LENOVO GROUP 0992 MS 56.9 51.4 OTM 74.47% 18-02-2027  
26443 LENOVO GROUP 0992 HU 19 49.4 ITM 87.88% 30-11-2026  
29106 LENOVO GROUP 0992 MB 19.92 47.0 ITM 76.70% 05-01-2027  
29112 LENOVO GROUP 0992 BI 17.88 52.4 ITM 93.93% 16-11-2026  
29179 LENOVO GROUP 0992 CT 18.22 51.5 ITM 108.45% 16-11-2026  
29247 LENOVO GROUP 0992 HU 17.5 53.4 ITM 79.39% 29-01-2027  
29780 LENOVO GROUP 0992 MS 19.99 46.8 ITM 87.48% 27-11-2026  

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Terms

Code 16434          
Underlying LENOVO GROUP          
Call/Put Call          
Issuer MB          
Warrant Price 0.189          
Strike 55.992          
Maturity Date (D-M-Y) 30-03-2027          
Conversion Ratio 0.05          
Board Lot 4,000          
Total Issue (Million) 40          
Last Trading Date (D-M-Y) 22-03-2027          
Time to Maturity 193day(s)          

Indicators

Implied Volatility 78.55%%          
Hist. Vol (30-days) 76.69%          
Effective Gearing 3.5X          
Gearing 9.9X          
Premium 59.05%          
Outstanding Quantity (M) 0.45          
Outstanding Quantity 1.12%          
Moneyness 49 OTM          
Theta -0.7745%          
Delta 34.75%          
Last Update : 18-09-2026 16:20 (15 mins delayed)