Non-collateralized Nature of Structured Products

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13454 MBFUYAO@EC2609A

Call / Underlying: 3606 FUYAO GLASS

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
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Terms

Code 13454          
Underlying FUYAO GLASS          
Call/Put Call          
Issuer MB          
Warrant Price 0.265          
Strike 77.77          
Maturity Date (D-M-Y) 30-09-2026          
Conversion Ratio 0.02          
Board Lot 20,000          
Total Issue (Million) 40          
Last Trading Date (D-M-Y) 24-09-2026          
Time to Maturity 292day(s)          

Indicators

Implied Volatility 75.46%%          
Hist. Vol (30-days) 18.04%          
Effective Gearing 2.7X          
Gearing 5.0X          
Premium 38.33%          
Outstanding Quantity (M) 0.20          
Outstanding Quantity 0.50%          
Moneyness 18.2 OTM          
Theta -0.3260%          
Delta 53.54%          
Last Update : 12-12-2025 16:20 (15 mins delayed)