Warrant code 5301CC
Effective gearing (x) : 4
Delta (%): 80.4
Type: CALL
Delta per warrant (%): 53.607
Issuer: CIMB Bank Bhd
Sensitivity: 0.93
Exercise price: 1.7
Break even price at expiry: 2.11
Most recent trade date: 8-Oct-21
Premium (%): 4.1
Expiry: 28-Feb-22
Implied volatility (%): 41.1
Last trading date: 24-Feb-22
Theta (%): 23-Feb-22
Time to maturity: 143 days
Intrinsic value per warrant: 0.22
Exercise ratio: 1.5
Moneyness: 19.4% ITM

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