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16365 DS-SMIC@EC2603A

Call / Underlying: 0981 SMIC

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
13248 SMIC 0981 GJ 57.5 9.4 ITM 42.27% 02-04-2026  
13277 SMIC 0981 CT 58 8.6 ITM 42.32% 24-03-2026  
13306 SMIC 0981 CI 60 5.4 ITM 38.48% 30-03-2026  
13340 SMIC 0981 UB 58.05 8.5 ITM 41.66% 17-03-2026  
13462 SMIC 0981 HS 58.88 7.2 ITM 28.53% 31-12-2025  
13731 SMIC 0981 CI 66.88 5.4 OTM 34.20% 29-12-2025  
15022 SMIC 0981 BI 66.93 5.5 OTM 132.98% 18-12-2025  
15609 SMIC 0981 CT 58.93 7.1 ITM 41.63% 22-12-2025  
15627 SMIC 0981 UB 58.93 7.1 ITM 62.43% 22-12-2025  
15670 SMIC 0981 SG 58.93 7.1 ITM 48.71% 22-12-2025  
16215 SMIC 0981 BP 60.05 5.4 ITM 49.27% 23-03-2026  
16240 SMIC 0981 HU 60.05 5.4 ITM 43.13% 23-03-2026  
16557 SMIC 0981 BI 58.05 8.5 ITM 58.27% 17-03-2026  
16569 SMIC 0981 CI 58.05 8.5 ITM 45.31% 17-03-2026  
16635 SMIC 0981 SG 58.05 8.5 ITM 46.66% 17-03-2026  
17940 SMIC 0981 BI 68.88 8.6 OTM 61.38% 30-01-2026  
18065 SMIC 0981 CI 64.88 2.3 OTM 35.21% 12-01-2026  
18705 SMIC 0981 GJ 58.05 8.5 ITM 42.12% 17-03-2026  
18763 SMIC 0981 HS 60.05 5.4 ITM 48.04% 23-03-2026  
18916 SMIC 0981 CI 68.88 8.6 OTM 51.80% 30-10-2026  
18978 SMIC 0981 BI 62.88 0.9 ITM 64.13% 29-09-2026  
19093 SMIC 0981 CI 62.93 0.8 ITM 51.50% 22-09-2026  
19144 SMIC 0981 HS 68.93 8.6 OTM 53.64% 23-10-2026  
19182 SMIC 0981 SG 60.05 5.4 ITM 48.04% 23-03-2026  
19230 SMIC 0981 JP 68.99 8.7 OTM 55.29% 30-09-2026  
19264 SMIC 0981 HS 62.93 0.8 ITM 54.54% 22-09-2026  
19343 SMIC 0981 BI 69.04 8.8 OTM 59.99% 23-09-2026  
19350 SMIC 0981 UB 69.04 8.8 OTM 55.03% 23-09-2026  
19435 SMIC 0981 SG 69.04 8.8 OTM 54.58% 23-09-2026  
19499 SMIC 0981 HU 69.04 8.8 OTM 51.21% 23-09-2026  
19562 SMIC 0981 UB 68.93 8.6 OTM 54.07% 23-10-2026  
19951 SMIC 0981 GJ 66.93 5.5 OTM 108.29% 18-12-2025  
19953 SMIC 0981 SG 66.93 5.5 OTM 57.30% 24-12-2025  
20463 SMIC 0981 HS 66.93 5.5 OTM 108.29% 18-12-2025  

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Terms

Code 16365          
Underlying SMIC          
Call/Put Call          
Issuer DS          
Warrant Price 0.180          
Strike 60.05          
Maturity Date (D-M-Y) 23-03-2026          
Conversion Ratio 0.02          
Board Lot 2,500          
Total Issue (Million) 70          
Last Trading Date (D-M-Y) 17-03-2026          
Time to Maturity 97day(s)          

Indicators

Implied Volatility 54.20%%          
Hist. Vol (30-days) 41.78%          
Effective Gearing 4.5X          
Gearing 7.0X          
Premium 8.83%          
Outstanding Quantity (M) 1.42          
Outstanding Quantity 2.03%          
Moneyness 5.4 ITM          
Theta -0.5690%          
Delta 64.25%          
Last Update : 16-12-2025 16:20 (15 mins delayed)