Non-collateralized Nature of Structured Products

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14259 MBBEIGE@EC2509A

Call / Underlying: 6160 Beigene

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

Code 14259          
Underlying Beigene          
Call/Put Call          
Issuer MB          
Warrant Price 0.107          
Strike 228.88          
Maturity Date (D-M-Y) 08-09-2025          
Conversion Ratio 0.01          
Board Lot 10,000          
Total Issue (Million) 40          
Last Trading Date (D-M-Y) 02-09-2025          
Time to Maturity 101day(s)          

Indicators

Implied Volatility 95.78%%          
Hist. Vol (30-days) 57.97%          
Effective Gearing 4.0X          
Gearing 14.1X          
Premium 59.19%          
Outstanding Quantity (M) 4.95          
Outstanding Quantity 12.38%          
Moneyness 52.1 OTM          
Theta -1.6803%          
Delta 28.61%          
Last Update : 30-05-2025 16:20 (15 mins delayed)