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28579 JP-SMIC@EC2603B

Call / Underlying: 0981 SMIC

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
13043 SMIC 0981 SG 110.98 63.9 OTM 63.26% 24-08-2026  
13080 SMIC 0981 HS 108.98 61 OTM 63.12% 30-03-2026  
16472 SMIC 0981 BP 108.9 60.9 OTM 61.21% 24-07-2026  
20827 SMIC 0981 DS 109 61 OTM 59.99% 31-07-2026  
21131 SMIC 0981 BI 111.88 65.3 OTM 67.10% 30-06-2026  
21232 SMIC 0981 SG 109.1 61.2 OTM 63.85% 24-07-2026  
21402 SMIC 0981 UB 108.88 60.8 OTM 62.38% 08-04-2026  
22646 SMIC 0981 GJ 109.1 61.2 OTM 69.27% 24-07-2026  
22710 SMIC 0981 BI 109.1 61.2 OTM 68.15% 24-07-2026  
27172 SMIC 0981 CI 110.88 63.8 OTM 62.81% 31-08-2026  
28535 SMIC 0981 CT 108.98 61 OTM 65.39% 27-03-2026  
29926 SMIC 0981 UB 110.98 63.9 OTM 64.33% 24-08-2026  

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Terms

Code 28579          
Underlying SMIC          
Call/Put Call          
Issuer JP          
Warrant Price 0.027          
Strike 108.98          
Maturity Date (D-M-Y) 27-03-2026          
Conversion Ratio 0.02          
Board Lot 2,500          
Total Issue (Million) 70          
Last Trading Date (D-M-Y) 23-03-2026          
Time to Maturity 105day(s)          

Indicators

Implied Volatility 66.04%%          
Hist. Vol (30-days) 43.04%          
Effective Gearing 6.5X          
Gearing 50.1X          
Premium 62.97%          
Outstanding Quantity (M) 15.02          
Outstanding Quantity 21.46%          
Moneyness 61 OTM          
Theta -2.5450%          
Delta 12.89%          
Last Update : 12-12-2025 16:20 (15 mins delayed)