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28066 CT-SMIC@EC2608A

Call / Underlying: 0981 SMIC

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
13036 SMIC 0981 SG 102.98 52.1 OTM 61.35% 28-07-2026  
13106 SMIC 0981 JP 102.98 52.1 OTM 65.69% 28-07-2026  
17584 SMIC 0981 BI 104.88 54.9 OTM 65.58% 30-10-2026  
21971 SMIC 0981 HS 102.98 52.1 OTM 62.45% 28-07-2026  
29866 SMIC 0981 CI 102.88 52 OTM 57.32% 28-07-2026  

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Terms

Code 28066          
Underlying SMIC          
Call/Put Call          
Issuer CT          
Warrant Price 0.048          
Strike 102.88          
Maturity Date (D-M-Y) 04-08-2026          
Conversion Ratio 0.01          
Board Lot 5,000          
Total Issue (Million) 200          
Last Trading Date (D-M-Y) 29-07-2026          
Time to Maturity 235day(s)          

Indicators

Implied Volatility 61.92%%          
Hist. Vol (30-days) 43.04%          
Effective Gearing 4.1X          
Gearing 14.1X          
Premium 59.05%          
Outstanding Quantity (M) 8.12          
Outstanding Quantity 4.06%          
Moneyness 52 OTM          
Theta -0.7331%          
Delta 28.79%          
Last Update : 12-12-2025 16:20 (15 mins delayed)