Non-collateralized Nature of Structured Products

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25508 JPEBENV@EC2512A

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)
15298 CHINA EB INT'L 0257 MB 4.28 11.0 ITM 68.70% 05-01-2026  

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Terms

Code 25508          
Underlying CHINA EB INT'L          
Call/Put Call          
Issuer JP          
Warrant Price 0.119          
Strike 4.29          
Maturity Date (D-M-Y) 24-12-2025          
Conversion Ratio 0.2          
Board Lot 5,000          
Total Issue (Million) 70          
Last Trading Date (D-M-Y) 18-12-2025          
Time to Maturity 12day(s)          

Indicators

Implied Volatility 76.82%%          
Hist. Vol (30-days) 20.51%          
Effective Gearing 6.6X          
Gearing 8.1X          
Premium 1.56%          
Outstanding Quantity (M) 0.09          
Outstanding Quantity 0.12%          
Moneyness 10.8 ITM          
Theta -1.7698%          
Delta 81.24%          
Last Update : 12-12-2025 16:20 (15 mins delayed)