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Non-collateralized Nature of Structured Products
Terms | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Code | 16946 | ||||||||
| Underlying | SPDR GOLD TRUST | ||||||||
| Call/Put | Call | ||||||||
| Issuer | CI | ||||||||
| Warrant Price | 0.063 | ||||||||
| Strike | 2,888 | ||||||||
| Maturity Date (D-M-Y) | 23-01-2026 | ||||||||
| Conversion Ratio | 0.002 | ||||||||
| Board Lot | 500 | ||||||||
| Total Issue (Million) | 50 | ||||||||
| Last Trading Date (D-M-Y) | 19-01-2026 | ||||||||
| Time to Maturity | 198day(s) | ||||||||
Indicators | |||||||||
| Implied Volatility | 22.93%% | ||||||||
| Hist. Vol (30-days) | 13.92% | ||||||||
| Effective Gearing | 11.9X | ||||||||
| Gearing | 75.5X | ||||||||
| Premium | 22.72% | ||||||||
| Outstanding Quantity (M) | 2.04 | ||||||||
| Outstanding Quantity | 4.08% | ||||||||
| Moneyness | 21.4 OTM | ||||||||
| Theta | -1.1515% | ||||||||
| Delta | 15.8% | ||||||||
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