Non-collateralized Nature of Structured Products

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16515 MBPICCG@EC2512B

Call / Underlying: 1339 PICC GROUP

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

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Terms

Code 16515          
Underlying PICC GROUP          
Call/Put Call          
Issuer MB          
Warrant Price 0.310          
Strike 6.66          
Maturity Date (D-M-Y) 31-12-2025          
Conversion Ratio 1          
Board Lot 1,000          
Total Issue (Million) 40          
Last Trading Date (D-M-Y) 22-12-2025          
Time to Maturity 19day(s)          

Indicators

Implied Volatility 49.68%%          
Hist. Vol (30-days) 44.94%          
Effective Gearing 11.4X          
Gearing 21.5X          
Premium 4.50%          
Outstanding Quantity (M) 0.01          
Outstanding Quantity 0.03%          
Moneyness 0.1 ITM          
Theta -3.5856%          
Delta 52.92%          
Last Update : 12-12-2025 16:20 (15 mins delayed)