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15022 BI-SMIC@EC2512A

Call / Underlying: 0981 SMIC

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
13306 SMIC 0981 CI 60 7.3 ITM 39.48% 30-03-2026  
13731 SMIC 0981 CI 66.88 3.4 OTM 27.70% 29-12-2025  
16215 SMIC 0981 BP 60.05 7.2 ITM 49.58% 23-03-2026  
16240 SMIC 0981 HU 60.05 7.2 ITM 44.22% 23-03-2026  
16365 SMIC 0981 DS 60.05 7.2 ITM 55.34% 23-03-2026  
17940 SMIC 0981 BI 68.88 6.5 OTM 63.77% 30-01-2026  
18065 SMIC 0981 CI 64.88 0.3 OTM 35.68% 12-01-2026  
18763 SMIC 0981 HS 60.05 7.2 ITM 49.58% 23-03-2026  
18916 SMIC 0981 CI 68.88 6.5 OTM 52.33% 30-10-2026  
18978 SMIC 0981 BI 62.88 2.8 ITM 63.76% 29-09-2026  
19093 SMIC 0981 CI 62.93 2.7 ITM 54.26% 22-09-2026  
19144 SMIC 0981 HS 68.93 6.5 OTM 54.58% 23-10-2026  
19182 SMIC 0981 SG 60.05 7.2 ITM 49.58% 23-03-2026  
19230 SMIC 0981 JP 68.99 6.6 OTM 55.85% 30-09-2026  
19264 SMIC 0981 HS 62.93 2.7 ITM 56.59% 22-09-2026  
19343 SMIC 0981 BI 69.04 6.7 OTM 66.08% 23-09-2026  
19350 SMIC 0981 UB 69.04 6.7 OTM 54.73% 23-09-2026  
19435 SMIC 0981 SG 69.04 6.7 OTM 54.73% 23-09-2026  
19499 SMIC 0981 HU 69.04 6.7 OTM 52.96% 23-09-2026  
19562 SMIC 0981 UB 68.93 6.5 OTM 54.58% 23-10-2026  
19951 SMIC 0981 GJ 66.93 3.4 OTM 70.39% 18-12-2025  
19953 SMIC 0981 SG 66.93 3.4 OTM 43.37% 24-12-2025  
20463 SMIC 0981 HS 66.93 3.4 OTM 70.39% 18-12-2025  

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Terms

Code 15022          
Underlying SMIC          
Call/Put Call          
Issuer BI          
Warrant Price 0.024          
Strike 66.93          
Maturity Date (D-M-Y) 18-12-2025          
Conversion Ratio 0.02          
Board Lot 2,500          
Total Issue (Million) 70          
Last Trading Date (D-M-Y) 12-12-2025          
Time to Maturity 3day(s)          

Indicators

Implied Volatility 88.89%%          
Hist. Vol (30-days) 40.65%          
Effective Gearing 19.0X          
Gearing 53.9X          
Premium 5.30%          
Outstanding Quantity (M) 0.09          
Outstanding Quantity 0.13%          
Moneyness 3.4 OTM          
Theta -37.5228%          
Delta 35.31%          
Last Update : 15-12-2025 16:20 (15 mins delayed)