Non-collateralized Nature of Structured Products

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13291 MB-CICC@EC2512A

Call / Underlying: 3908 CICC

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)

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Terms

Code 13291          
Underlying CICC          
Call/Put Call          
Issuer MB          
Warrant Price 0.052          
Strike 21.88          
Maturity Date (D-M-Y) 18-12-2025          
Conversion Ratio 0.1          
Board Lot 4,000          
Total Issue (Million) 40          
Last Trading Date (D-M-Y) 12-12-2025          
Time to Maturity 6day(s)          

Indicators

Implied Volatility 149.41%%          
Hist. Vol (30-days) 19.80%          
Effective Gearing 9.4X          
Gearing 36.5X          
Premium 18.14%          
Outstanding Quantity (M) 4.42          
Outstanding Quantity 11.04%          
Moneyness 15.4 OTM          
Theta -26.2840%          
Delta 25.91%          
Last Update : 12-12-2025 16:20 (15 mins delayed)