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29866 CI-SMIC@EC2607B

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  
28066 SMIC 0981 CT 102.88 52 OTM 61.92% 04-08-2026  

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Terms

Code 29866          
Underlying SMIC          
Call/Put Call          
Issuer CI          
Warrant Price 0.038          
Strike 102.88          
Maturity Date (D-M-Y) 28-07-2026          
Conversion Ratio 0.01          
Board Lot 5,000          
Total Issue (Million) 150          
Last Trading Date (D-M-Y) 22-07-2026          
Time to Maturity 228day(s)          

Indicators

Implied Volatility 57.32%%          
Hist. Vol (30-days) 43.04%          
Effective Gearing 4.5X          
Gearing 17.8X          
Premium 57.58%          
Outstanding Quantity (M) 27.93          
Outstanding Quantity 18.62%          
Moneyness 52 OTM          
Theta -0.8177%          
Delta 25.41%          
Last Update : 12-12-2025 16:20 (15 mins delayed)