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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

15622 JPSPDRG@EC2510B

Call / Underlying: 2840 SPDR GOLD TRUST

0.265 +0.055 (+26.19%)

  • Day High0.280
  • Day Low0.260
  • Open0.275
  • Last Close0.210
  • Turnover
    ($K)
    360
  • Volume
    (K)
    1,328
Last Update: 06-05-2025 12:05 (15 mins delayed)
Bid*
0.265
Ask*
0.270
0.001
Underlying* 2,403.00 +73.00
*15 mins delayed
Created with Highstock 4.2.509:3110:0011:0012/130.220.240.260.280.324002410242024302440
Warrants Price
Underlying Price
Listing Date
07-04-2025
Today
06-05-2025
Last Trading Date
22-10-2025
Maturity Date
28-10-2025

Terms and Indicators

  • NameJPSPDRG@EC2510B
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.002
  • Delta46.09%
  • Vega4.92%
  • Theta-0.6061
  • Strike2,530
  • Moneyness5.3 OTM
  • Effective Gearing8.4
  • Hist. Vol of Underlying (30-days)29.56%
  • Gearing18.1
  • Premium10.80%
  • Implied Volatility24.75%
  • Maturity Date (D-M-Y)28/10/2025
  • Listing Date (D-M-Y)07/04/2025
  • Last Trading Date (D-M-Y)22/10/2025
  • Time to Maturity175day(s)
  • Board Lot2,500
  • Outstanding Qty (M)8.43
  • Outstanding Qty14.04%
Last Update : 06-05-2025 12:05(15 mins delayed)

Underlying

2840 SPDR GOLD TRUST

2,403.00+73.000(+3.13%)

Bid
2,400.00
Ask
2,404.00
  • Last2,403.00
  • Open2,400.00
  • High2,422.00
  • Low2,396.00
Last Update : 06-05-2025 12:05 (15 mins delayed)

Documents

  • -

Warrants Funds Flow (+) Flow In (-) Flow Out

1 Day

  • Call ($Million) +3.17
  • Put ($Million) -1.29

5 Days

  • Call ($Million) -0.87
  • Put ($Million) +0.31
Last Update : 02-05-2025