Non-collateralized Nature of Structured Products

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29016 MB-WYNN@EC2512A

Call / Underlying: 1128 WYNN MACAU

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

Code 29016          
Underlying WYNN MACAU          
Call/Put Call          
Issuer MB          
Warrant Price 0.089          
Strike 8.88          
Maturity Date (D-M-Y) 31-12-2025          
Conversion Ratio 0.2          
Board Lot 2,000          
Total Issue (Million) 40          
Last Trading Date (D-M-Y) 22-12-2025          
Time to Maturity 176day(s)          

Indicators

Implied Volatility 65.55%%          
Hist. Vol (30-days) 27.88%          
Effective Gearing 4.3X          
Gearing 14.2X          
Premium 47.55%          
Outstanding Quantity (M) 0.39          
Outstanding Quantity 0.97%          
Moneyness 40.5 OTM          
Theta -0.9165%          
Delta 30.45%          
Last Update : 08-07-2025 16:20 (15 mins delayed)