Hello Thanos,
The contacts on your phone are always synced to your Microsoft account. You can check if it is synced by signing in to the same Microsoft account that you used to your phone. If you want to transfer the contacts to your SIM card, this option is unavailable. You can only export contacts from SIM card to phone by going to People > More ... > Settings.
Alternatively, you can transfer or save the contacts from your SIM card to SD card using contacts+message backup app. This application will help you save all your contacts (in VCF format) and messages (SMS & MMS including attachments) to SD card (in XML format) for later restore to same or another Windows Phone. Take note that the backup is stored in the backup+restore folder. You can download the application by visiting this link.
Let us know if you have any questions.