WonderSwan:Headphone Jack Mod
The WonderSwan series of devices do not come with a headphone jack. Similar to the Game Boy Advance SP, a headphone jack is added by attaching an adapter to the extension port. Bandai produced and sold one, separately and bundled with some games. There were also a few third party adapters produced. Unfortunately these OEM and third party adapters are all extremely limited in number, so they can be quite pricey to purchase if you can even find them in the first place.
WonderBeat 9480
The WonderBeat 9480 is a fully assembled headphone adapter produced by the same people who make the Flash Masta flash cart. Probably the cheapest option outside of assembling one yourself, you can save even more purchasing it bundled with the Flash Masta.
wsHeadphone
The wsheadphone is an open headphone adapter for the WonderSwan. It uses and HDMI plug and 3d printed adapter for a connector replacement and works extremely well.
RetroOnyx Wonderwan Headphone Adapter
RetroOnyx also has a design for a Wonderswan Headphone Adapter that they will potentially sell, they are currently gathering interest for a group buy.