Terms | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Code | 26766 | ||||||||
| Underlying | SMIC | ||||||||
| Call/Put | Call | ||||||||
| Issuer | BI | ||||||||
| Warrant Price | 0.025 | ||||||||
| Strike | 128.18 | ||||||||
| Maturity Date (D-M-Y) | 01-04-2026 | ||||||||
| Conversion Ratio | 0.02 | ||||||||
| Board Lot | 2,500 | ||||||||
| Total Issue (Million) | 70 | ||||||||
| Last Trading Date (D-M-Y) | 26-03-2026 | ||||||||
| Time to Maturity | 110day(s) | ||||||||
Indicators | |||||||||
| Implied Volatility | 77.71%% | ||||||||
| Hist. Vol (30-days) | 43.04% | ||||||||
| Effective Gearing | 5.7X | ||||||||
| Gearing | 54.2X | ||||||||
| Premium | 91.18% | ||||||||
| Outstanding Quantity (M) | 1.48 | ||||||||
| Outstanding Quantity | 2.11% | ||||||||
| Moneyness | 89.3 OTM | ||||||||
| Theta | -2.7317% | ||||||||
| Delta | 10.57% | ||||||||