Non-collateralized Nature of Structured Products

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23528 MB-MNSO@EC2601A

Call / Underlying: 9896 MNSO

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
17004 MNSO 9896 MB 53.888 39.3 OTM 75.88% 27-02-2026  

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Terms

Code 23528          
Underlying MNSO          
Call/Put Call          
Issuer MB          
Warrant Price 0.017          
Strike 53          
Maturity Date (D-M-Y) 05-01-2026          
Conversion Ratio 0.02          
Board Lot 10,000          
Total Issue (Million) 40          
Last Trading Date (D-M-Y) 24-12-2025          
Time to Maturity 20day(s)          

Indicators

Implied Volatility 119.86%%          
Hist. Vol (30-days) 31.52%          
Effective Gearing 7.5X          
Gearing 45.5X          
Premium 39.22%          
Outstanding Quantity (M) 10.56          
Outstanding Quantity 26.40%          
Moneyness 37 OTM          
Theta -11.0825%          
Delta 16.54%          
Last Update : 16-12-2025 16:20 (15 mins delayed)