Asia Argento is attacked by a monster that steals underwear, and Issei Hyodo, Rias Gremory, and the rest of the Occult Research Club step in to destroy it. The fight turns only when Irina Shidou arrives, and word then comes from Gasper Vladi that he has traced the magic behind the creatures to its source. This bonus OVA is a standalone side story tied to High School DxD New, leaning on club comedy and fanservice rather than the main plot.