| Terms | |||||||||||
| Warrant Code | 17482 |
|
16822 | ||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Issuer | MS | UB | |||||||||
| Underlying | BYD COMPANY | BYD COMPANY | |||||||||
| Type | Call | Put | |||||||||
| Strike Price | 149.727 | 109.560 | |||||||||
| Conversion Ratio | 33.333 | 33.333 | |||||||||
| Maturity (Y-M-D) | 2025-10-22 | 2025-10-22 | |||||||||
| Time to Maturity (Day(s)) | 71 | 71 | |||||||||
| Market Data | ||||||||||
| Moneyness | 34.53% OTM |
|
1.56% OTM | |||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Warrant Price | 0.036 | 0.188 | ||||||||
| Effective Gearing (X) | 10.21 | -7.52 | ||||||||
| Implied Volatility (%) | 49.56 | 37.10 | ||||||||
| Premium (%) | 35.60 | 7.19 | ||||||||
| 30 days Underlying History Volatility (%) | 31.51 | 31.51 | ||||||||
| Delta (%) | 0.11 | 0.42 | ||||||||