Non-collateralized Nature of Structured Products

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14325 BPKSCLD@EC2604A

Call / Underlying: 3896 KINGSOFT CLOUD

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
19965 KINGSOFT CLOUD 3896 MB 12.888 110.6 OTM 119.83% 18-05-2026  

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Terms

Code 14325          
Underlying KINGSOFT CLOUD          
Call/Put Call          
Issuer BP          
Warrant Price 0.068          
Strike 13          
Maturity Date (D-M-Y) 20-04-2026          
Conversion Ratio 0.2          
Board Lot 10,000          
Total Issue (Million) 40          
Last Trading Date (D-M-Y) 14-04-2026          
Time to Maturity 129day(s)          

Indicators

Implied Volatility 107.44%%          
Hist. Vol (30-days) 43.70%          
Effective Gearing 3.6X          
Gearing 18.0X          
Premium 117.97%          
Outstanding Quantity (M) 0.39          
Outstanding Quantity 0.97%          
Moneyness 112.4 OTM          
Theta -1.7839%          
Delta 20.25%          
Last Update : 12-12-2025 16:20 (15 mins delayed)