Terms | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Code | 13036 | ||||||||
| Underlying | SMIC | ||||||||
| Call/Put | Call | ||||||||
| Issuer | SG | ||||||||
| Warrant Price | 0.045 | ||||||||
| Strike | 102.98 | ||||||||
| Maturity Date (D-M-Y) | 28-07-2026 | ||||||||
| Conversion Ratio | 0.01 | ||||||||
| Board Lot | 5,000 | ||||||||
| Total Issue (Million) | 400 | ||||||||
| Last Trading Date (D-M-Y) | 22-07-2026 | ||||||||
| Time to Maturity | 228day(s) | ||||||||
Indicators | |||||||||
| Implied Volatility | 61.35%% | ||||||||
| Hist. Vol (30-days) | 43.04% | ||||||||
| Effective Gearing | 4.2X | ||||||||
| Gearing | 15.0X | ||||||||
| Premium | 58.76% | ||||||||
| Outstanding Quantity (M) | 35.70 | ||||||||
| Outstanding Quantity | 8.93% | ||||||||
| Moneyness | 52.1 OTM | ||||||||
| Theta | -0.7723% | ||||||||
| Delta | 27.79% | ||||||||