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26766 BI-SMIC@EC2604D

Call / Underlying: 0981 SMIC

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
21483 SMIC 0981 CI 128.08 89.2 OTM 67.57% 10-04-2026  
21623 SMIC 0981 GJ 128.18 89.3 OTM 69.80% 31-03-2026  
23674 SMIC 0981 CT 128.18 89.3 OTM 67.94% 31-03-2026  
25512 SMIC 0981 JP 128.18 89.3 OTM 74.21% 31-03-2026  
26592 SMIC 0981 HU 128.18 89.3 OTM 68.95% 31-03-2026  
27064 SMIC 0981 UB 128.18 89.3 OTM 69.80% 31-03-2026  
27748 SMIC 0981 SG 128.18 89.3 OTM 72.52% 31-03-2026  

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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%          
Last Update : 12-12-2025 16:20 (15 mins delayed)