Non-collateralized Nature of Structured Products

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23372 MB-XTEP@EC2601A

Call / Underlying: 1368 XTEP INT

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

Code 23372          
Underlying XTEP INT          
Call/Put Call          
Issuer MB          
Warrant Price 0.088          
Strike 5.35          
Maturity Date (D-M-Y) 05-01-2026          
Conversion Ratio 0.2198          
Board Lot 2,500          
Total Issue (Million) 37.18          
Last Trading Date (D-M-Y) 24-12-2025          
Time to Maturity 21day(s)          

Indicators

Implied Volatility 62.12%%          
Hist. Vol (30-days) 21.60%          
Effective Gearing 8.2X          
Gearing 13.7X          
Premium 4.74%          
Outstanding Quantity (M) 0.51          
Outstanding Quantity 1.36%          
Moneyness 2.5 ITM          
Theta -2.6420%          
Delta 59.87%          
Last Update : 15-12-2025 16:20 (15 mins delayed)