Non-collateralized Nature of Structured Products

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15298 MBEBENV@EC2601A

Call / Underlying: 0257 CHINA EB INT'L

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
25508 CHINA EB INT'L 0257 JP 4.29 10.8 ITM 76.82% 24-12-2025  

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Terms

Code 15298          
Underlying CHINA EB INT'L          
Call/Put Call          
Issuer MB          
Warrant Price 0.131          
Strike 4.28          
Maturity Date (D-M-Y) 05-01-2026          
Conversion Ratio 0.2          
Board Lot 5,000          
Total Issue (Million) 39.69          
Last Trading Date (D-M-Y) 24-12-2025          
Time to Maturity 24day(s)          

Indicators

Implied Volatility 68.70%%          
Hist. Vol (30-days) 20.51%          
Effective Gearing 5.7X          
Gearing 7.3X          
Premium 2.60%          
Outstanding Quantity (M) 0.69          
Outstanding Quantity 1.74%          
Moneyness 11.0 ITM          
Theta -1.1462%          
Delta 77.34%          
Last Update : 12-12-2025 16:20 (15 mins delayed)