Non-collateralized Nature of Structured Products

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24738 MBNDPHL@EC2601A

Call / Underlying: 2689 ND PAPER

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

Code 24738          
Underlying ND PAPER          
Call/Put Call          
Issuer MB          
Warrant Price 0.410          
Strike 4.12          
Maturity Date (D-M-Y) 07-01-2026          
Conversion Ratio 0.2          
Board Lot 5,000          
Total Issue (Million) 40          
Last Trading Date (D-M-Y) 31-12-2025          
Time to Maturity 26day(s)          

Indicators

Implied Volatility 91.72%%          
Hist. Vol (30-days) 40.74%          
Effective Gearing N/AX          
Gearing 3.0X          
Premium 0.49%          
Outstanding Quantity (M) 0.35          
Outstanding Quantity 0.88%          
Moneyness 32.9 ITM          
Theta -0.1776%          
Delta N/A          
Last Update : 12-12-2025 16:20 (15 mins delayed)