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16823 MSSPDRG@EC2605A

Call / Underlying: 2840 SPDR GOLD TRUST

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Code Underlying Underlying Code Issuer Strike Moneyness Implied Volatility(%) Maturity Date
(D-M-Y)
16036 SPDR GOLD TRUST 2840 MB 2,999.99 2.2 ITM 21.95% 11-05-2026  
16229 SPDR GOLD TRUST 2840 JP 2,888.88 5.9 ITM 21.42% 30-01-2026  
16235 SPDR GOLD TRUST 2840 HS 3,000.99 2.2 ITM 20.66% 04-05-2026  
16266 SPDR GOLD TRUST 2840 BI 3,128 1.9 OTM 23.43% 30-04-2026  
16308 SPDR GOLD TRUST 2840 DS 3,200 4.3 OTM 23.72% 27-02-2026  
16316 SPDR GOLD TRUST 2840 UB 2,889.88 5.8 ITM 23.00% 23-01-2026  
16401 SPDR GOLD TRUST 2840 HS 3,201 4.3 OTM 20.48% 20-02-2026  
16412 SPDR GOLD TRUST 2840 MS 3,201 4.3 OTM 22.64% 20-02-2026  
16596 SPDR GOLD TRUST 2840 JP 3,201 4.3 OTM 22.64% 20-02-2026  
16624 SPDR GOLD TRUST 2840 UB 3,201 4.3 OTM 23.51% 20-02-2026  
16653 SPDR GOLD TRUST 2840 CT 3,201 4.3 OTM 22.25% 20-02-2026  
16675 SPDR GOLD TRUST 2840 SG 2,889.88 5.8 ITM 20.37% 23-01-2026  
16811 SPDR GOLD TRUST 2840 HS 2,889.88 5.8 ITM 19.44% 23-01-2026  
16946 SPDR GOLD TRUST 2840 CI 2,888 5.9 ITM 21.63% 23-01-2026  
18294 SPDR GOLD TRUST 2840 DS 3,129 2 OTM 24.22% 23-04-2026  
19298 SPDR GOLD TRUST 2840 UB 2,858 6.9 ITM 22.90% 20-04-2026  
20125 SPDR GOLD TRUST 2840 CI 3,129 2 OTM 22.53% 23-04-2026  
20348 SPDR GOLD TRUST 2840 SG 3,129 2 OTM 22.53% 23-04-2026  
20590 SPDR GOLD TRUST 2840 HU 3,129 2 OTM 22.19% 23-04-2026  
21633 SPDR GOLD TRUST 2840 HU 3,201 4.3 OTM 22.05% 20-02-2026  
21774 SPDR GOLD TRUST 2840 CI 3,200.88 4.3 OTM 21.56% 20-02-2026  

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Terms

Code 16823          
Underlying SPDR GOLD TRUST          
Call/Put Call          
Issuer MS          
Warrant Price 0.445          
Strike 3,000.99          
Maturity Date (D-M-Y) 04-05-2026          
Conversion Ratio 0.002          
Board Lot 500          
Total Issue (Million) 80          
Last Trading Date (D-M-Y) 27-04-2026          
Time to Maturity 143day(s)          

Indicators

Implied Volatility 21.68%%          
Hist. Vol (30-days) 17.93%          
Effective Gearing 8.6X          
Gearing 13.8X          
Premium 5.03%          
Outstanding Quantity (M) 0.44          
Outstanding Quantity 0.56%          
Moneyness 2.2 ITM          
Theta -0.4364%          
Delta 62.63%          
Last Update : 12-12-2025 16:20 (15 mins delayed)