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13307 CI-ZTE @EC2612A

Call / Underlying: 0763 ZTE

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
13327 ZTE 0763 CT 39 36.4 OTM 74.33% 29-10-2026  
13354 ZTE 0763 BI 38.93 36.1 OTM 79.95% 18-12-2026  
13591 ZTE 0763 JP 39.99 39.8 OTM 78.17% 30-11-2026  
19565 ZTE 0763 MS 39.02 36.4 OTM 74.18% 22-10-2026  
19596 ZTE 0763 HS 40.01 39.9 OTM 74.45% 23-11-2026  
22552 ZTE 0763 BP 40 39.9 OTM 71.95% 18-05-2026  
22884 ZTE 0763 SG 38.98 36.3 OTM 73.68% 29-10-2026  

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Terms

Code 13307          
Underlying ZTE          
Call/Put Call          
Issuer CI          
Warrant Price 0.127          
Strike 38.88          
Maturity Date (D-M-Y) 28-12-2026          
Conversion Ratio 0.02          
Board Lot 10,000          
Total Issue (Million) 40          
Last Trading Date (D-M-Y) 21-12-2026          
Time to Maturity 381day(s)          

Indicators

Implied Volatility 81.95%%          
Hist. Vol (30-days) 67.70%          
Effective Gearing 2.4X          
Gearing 4.5X          
Premium 58.15%          
Outstanding Quantity (M) 3.88          
Outstanding Quantity 9.70%          
Moneyness 35.9 OTM          
Theta -0.2815%          
Delta 52.33%          
Last Update : 12-12-2025 16:20 (15 mins delayed)