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20041 MB-SMIC@EC2611A

Call / Underlying: 0981 SMIC

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
16765 SMIC 0981 CI 94.98 40.3 OTM 56.39% 26-05-2026  
17146 SMIC 0981 UB 95.05 40.4 OTM 58.81% 26-05-2026  
20291 SMIC 0981 CI 98.15 45 OTM 54.50% 26-10-2026  
20471 SMIC 0981 HU 98.15 45 OTM 58.75% 26-10-2026  
20569 SMIC 0981 HS 98.15 45 OTM 59.17% 26-10-2026  
20581 SMIC 0981 BI 98.15 45 OTM 61.87% 26-10-2026  
20851 SMIC 0981 BP 95 40.3 OTM 56.84% 02-06-2026  
21229 SMIC 0981 CI 96.88 43.1 OTM 53.72% 27-04-2026  
21233 SMIC 0981 SG 95.05 40.4 OTM 59.14% 26-05-2026  
21283 SMIC 0981 BI 95.05 40.4 OTM 62.06% 26-05-2026  
21677 SMIC 0981 CT 95.05 40.4 OTM 59.47% 26-05-2026  

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Terms

Code 20041          
Underlying SMIC          
Call/Put Call          
Issuer MB          
Warrant Price 0.129          
Strike 98.1          
Maturity Date (D-M-Y) 02-11-2026          
Conversion Ratio 0.02          
Board Lot 25,000          
Total Issue (Million) 100          
Last Trading Date (D-M-Y) 27-10-2026          
Time to Maturity 325day(s)          

Indicators

Implied Volatility 55.70%%          
Hist. Vol (30-days) 43.04%          
Effective Gearing 3.7X          
Gearing 10.5X          
Premium 54.43%          
Outstanding Quantity (M) 2.38          
Outstanding Quantity 2.38%          
Moneyness 44.9 OTM          
Theta -0.4669%          
Delta 34.91%          
Last Update : 12-12-2025 16:20 (15 mins delayed)