| Terms | |||||||||||
| Warrant Code | 19111 |
|
27441 | ||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Issuer | DS | HS | |||||||||
| Underlying | BYD COMPANY | BYD COMPANY | |||||||||
| Type | Call | Put | |||||||||
| Strike Price | 131.980 | 64.927 | |||||||||
| Conversion Ratio | 100 | 33.333 | |||||||||
| Maturity (Y-M-D) | 2026-07-23 | 2025-09-25 | |||||||||
| Time to Maturity (Day(s)) | 323 | 22 | |||||||||
| Market Data | ||||||||||
| Moneyness | 22.2% OTM |
|
39.88% OTM | |||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Warrant Price | 0.110 | 0.018 | ||||||||
| Effective Gearing (X) | 4.10 | -6.96 | ||||||||
| Implied Volatility (%) | 44.20 | 128.11 | ||||||||
| Premium (%) | 32.39 | 40.44 | ||||||||
| 30 days Underlying History Volatility (%) | 34.50 | 34.50 | ||||||||
| Delta (%) | 0.42 | 0.04 | ||||||||