Terms | |||||||||||
Warrant Code | 29148 |
|
17000 | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Issuer | UB | MS | |||||||||
Underlying | ALIBABA | ALIBABA | |||||||||
Type | Call | Call | |||||||||
Strike Price | 112.600 | 153.980 | |||||||||
Conversion Ratio | 50 | 50 | |||||||||
Maturity (Y-M-D) | 2025-12-19 | 2025-11-21 | |||||||||
Time to Maturity (Day(s)) | 105 | 77 |
Market Data | ||||||||||
Moneyness | 14.57% ITM |
|
16.83% OTM | |||||||
---|---|---|---|---|---|---|---|---|---|---|
Warrant Price | 0.480 | 0.077 | ||||||||
Effective Gearing (X) | 4.39 | 8.99 | ||||||||
Implied Volatility (%) | 42.52 | 43.96 | ||||||||
Premium (%) | 3.64 | 19.75 | ||||||||
30 days Underlying History Volatility (%) | 61.97 | 61.97 | ||||||||
Delta (%) | 0.80 | 0.26 |