Non-collateralized Nature of Structured Products

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29640 MBNOEDU@EC2603A

Call / Underlying: 9901 NEW ORIENTAL-S

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

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Terms

Code 29640          
Underlying NEW ORIENTAL-S          
Call/Put Call          
Issuer MB          
Warrant Price 0.027          
Strike 65.88          
Maturity Date (D-M-Y) 03-03-2026          
Conversion Ratio 0.02          
Board Lot 5,000          
Total Issue (Million) 39.85          
Last Trading Date (D-M-Y) 25-02-2026          
Time to Maturity 78day(s)          

Indicators

Implied Volatility 80.99%%          
Hist. Vol (30-days) 31.51%          
Effective Gearing 5.7X          
Gearing 32.0X          
Premium 55.62%          
Outstanding Quantity (M) 2.04          
Outstanding Quantity 5.11%          
Moneyness 52.5 OTM          
Theta -2.8528%          
Delta 17.96%          
Last Update : 15-12-2025 16:20 (15 mins delayed)