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13354 BI-ZTE @EC2612A

Call / Underlying: 0763 ZTE

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
13307 ZTE 0763 CI 38.88 39.8 OTM 83.11% 28-12-2026  
13327 ZTE 0763 CT 39 40.2 OTM 75.62% 29-10-2026  
13591 ZTE 0763 JP 39.99 43.7 OTM 79.68% 30-11-2026  
19565 ZTE 0763 MS 39.02 40.3 OTM 75.57% 22-10-2026  
19596 ZTE 0763 HS 40.01 43.8 OTM 74.85% 23-11-2026  
22552 ZTE 0763 BP 40 43.8 OTM 75.01% 18-05-2026  
22884 ZTE 0763 SG 38.98 40.1 OTM 75.58% 29-10-2026  

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Terms

Code 13354          
Underlying ZTE          
Call/Put Call          
Issuer BI          
Warrant Price 0.115          
Strike 38.93          
Maturity Date (D-M-Y) 18-12-2026          
Conversion Ratio 0.02          
Board Lot 10,000          
Total Issue (Million) 60          
Last Trading Date (D-M-Y) 14-12-2026          
Time to Maturity 368day(s)          

Indicators

Implied Volatility 81.75%%          
Hist. Vol (30-days) 66.94%          
Effective Gearing 2.4X          
Gearing 4.8X          
Premium 60.60%          
Outstanding Quantity (M) 4.17          
Outstanding Quantity 6.95%          
Moneyness 39.9 OTM          
Theta -0.3066%          
Delta 50.21%          
Last Update : 15-12-2025 16:20 (15 mins delayed)